NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 103.22 100.35 -2.87 -2.8% 100.03
High 103.88 101.45 -2.43 -2.3% 102.37
Low 100.43 99.06 -1.37 -1.4% 96.79
Close 100.86 101.00 0.14 0.1% 101.16
Range 3.45 2.39 -1.06 -30.7% 5.58
ATR 3.44 3.37 -0.08 -2.2% 0.00
Volume 88,914 83,667 -5,247 -5.9% 318,071
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.67 106.73 102.31
R3 105.28 104.34 101.66
R2 102.89 102.89 101.44
R1 101.95 101.95 101.22 102.42
PP 100.50 100.50 100.50 100.74
S1 99.56 99.56 100.78 100.03
S2 98.11 98.11 100.56
S3 95.72 97.17 100.34
S4 93.33 94.78 99.69
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 116.85 114.58 104.23
R3 111.27 109.00 102.69
R2 105.69 105.69 102.18
R1 103.42 103.42 101.67 104.56
PP 100.11 100.11 100.11 100.67
S1 97.84 97.84 100.65 98.98
S2 94.53 94.53 100.14
S3 88.95 92.26 99.63
S4 83.37 86.68 98.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.90 99.06 4.84 4.8% 2.57 2.5% 40% False True 75,398
10 103.90 96.75 7.15 7.1% 2.98 3.0% 59% False False 64,308
20 110.10 95.51 14.59 14.4% 4.15 4.1% 38% False False 58,763
40 115.52 95.51 20.01 19.8% 3.41 3.4% 27% False False 43,187
60 115.52 95.51 20.01 19.8% 3.05 3.0% 27% False False 33,901
80 115.52 93.92 21.60 21.4% 2.87 2.8% 33% False False 30,696
100 115.52 91.88 23.64 23.4% 2.58 2.6% 39% False False 27,275
120 115.52 89.48 26.04 25.8% 2.37 2.3% 44% False False 23,563
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.80
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.61
2.618 107.71
1.618 105.32
1.000 103.84
0.618 102.93
HIGH 101.45
0.618 100.54
0.500 100.26
0.382 99.97
LOW 99.06
0.618 97.58
1.000 96.67
1.618 95.19
2.618 92.80
4.250 88.90
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 100.75 101.48
PP 100.50 101.32
S1 100.26 101.16

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols