NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 99.38 100.22 0.84 0.8% 101.21
High 100.29 102.41 2.12 2.1% 103.90
Low 98.35 98.61 0.26 0.3% 98.73
Close 99.69 101.29 1.60 1.6% 100.80
Range 1.94 3.80 1.86 95.9% 5.17
ATR 3.14 3.19 0.05 1.5% 0.00
Volume 68,155 139,364 71,209 104.5% 345,175
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 112.17 110.53 103.38
R3 108.37 106.73 102.34
R2 104.57 104.57 101.99
R1 102.93 102.93 101.64 103.75
PP 100.77 100.77 100.77 101.18
S1 99.13 99.13 100.94 99.95
S2 96.97 96.97 100.59
S3 93.17 95.33 100.25
S4 89.37 91.53 99.20
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
5 102.41 98.35 4.06 4.0% 2.59 2.6% 72% True False 101,087
10 103.90 98.35 5.55 5.5% 2.68 2.6% 53% False False 86,245
20 105.52 95.95 9.57 9.4% 3.26 3.2% 56% False False 68,183
40 115.52 95.51 20.01 19.8% 3.41 3.4% 29% False False 51,242
60 115.52 95.51 20.01 19.8% 3.05 3.0% 29% False False 39,450
80 115.52 93.92 21.60 21.3% 2.94 2.9% 34% False False 35,224
100 115.52 91.88 23.64 23.3% 2.64 2.6% 40% False False 31,083
120 115.52 90.58 24.94 24.6% 2.42 2.4% 43% False False 26,920
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 118.56
2.618 112.36
1.618 108.56
1.000 106.21
0.618 104.76
HIGH 102.41
0.618 100.96
0.500 100.51
0.382 100.06
LOW 98.61
0.618 96.26
1.000 94.81
1.618 92.46
2.618 88.66
4.250 82.46
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 101.03 100.99
PP 100.77 100.68
S1 100.51 100.38

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

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