NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 100.35 101.36 1.01 1.0% 101.21
High 101.45 101.50 0.05 0.0% 103.90
Low 99.06 98.73 -0.33 -0.3% 98.73
Close 101.00 100.80 -0.20 -0.2% 100.80
Range 2.39 2.77 0.38 15.9% 5.17
ATR 3.37 3.33 -0.04 -1.3% 0.00
Volume 83,667 118,378 34,711 41.5% 345,175
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.65 107.50 102.32
R3 105.88 104.73 101.56
R2 103.11 103.11 101.31
R1 101.96 101.96 101.05 101.15
PP 100.34 100.34 100.34 99.94
S1 99.19 99.19 100.55 98.38
S2 97.57 97.57 100.29
S3 94.80 96.42 100.04
S4 92.03 93.65 99.28
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.65 113.90 103.64
R3 111.48 108.73 102.22
R2 106.31 106.31 101.75
R1 103.56 103.56 101.27 102.35
PP 101.14 101.14 101.14 100.54
S1 98.39 98.39 100.33 97.18
S2 95.97 95.97 99.85
S3 90.80 93.22 99.38
S4 85.63 88.05 97.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.90 98.73 5.17 5.1% 2.69 2.7% 40% False True 86,782
10 103.90 96.75 7.15 7.1% 3.01 3.0% 57% False False 70,727
20 105.52 95.51 10.01 9.9% 3.74 3.7% 53% False False 62,320
40 115.52 95.51 20.01 19.9% 3.45 3.4% 26% False False 45,647
60 115.52 95.51 20.01 19.9% 3.07 3.0% 26% False False 35,447
80 115.52 93.92 21.60 21.4% 2.88 2.9% 32% False False 32,030
100 115.52 91.88 23.64 23.5% 2.60 2.6% 38% False False 28,333
120 115.52 89.80 25.72 25.5% 2.38 2.4% 43% False False 24,511
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.27
2.618 108.75
1.618 105.98
1.000 104.27
0.618 103.21
HIGH 101.50
0.618 100.44
0.500 100.12
0.382 99.79
LOW 98.73
0.618 97.02
1.000 95.96
1.618 94.25
2.618 91.48
4.250 86.96
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 100.57 101.31
PP 100.34 101.14
S1 100.12 100.97

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

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