NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 100.22 101.33 1.11 1.1% 101.21
High 102.41 102.95 0.54 0.5% 103.90
Low 98.61 101.32 2.71 2.7% 98.73
Close 101.29 102.45 1.16 1.1% 100.80
Range 3.80 1.63 -2.17 -57.1% 5.17
ATR 3.19 3.08 -0.11 -3.4% 0.00
Volume 139,364 156,838 17,474 12.5% 345,175
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.13 106.42 103.35
R3 105.50 104.79 102.90
R2 103.87 103.87 102.75
R1 103.16 103.16 102.60 103.52
PP 102.24 102.24 102.24 102.42
S1 101.53 101.53 102.30 101.89
S2 100.61 100.61 102.15
S3 98.98 99.90 102.00
S4 97.35 98.27 101.55
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
5 102.95 98.35 4.60 4.5% 2.43 2.4% 89% True False 115,722
10 103.90 98.35 5.55 5.4% 2.50 2.4% 74% False False 95,560
20 103.90 95.95 7.95 7.8% 2.99 2.9% 82% False False 72,982
40 115.52 95.51 20.01 19.5% 3.34 3.3% 35% False False 54,582
60 115.52 95.51 20.01 19.5% 3.00 2.9% 35% False False 41,906
80 115.52 93.92 21.60 21.1% 2.94 2.9% 39% False False 37,006
100 115.52 91.88 23.64 23.1% 2.65 2.6% 45% False False 32,550
120 115.52 90.58 24.94 24.3% 2.42 2.4% 48% False False 28,191
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 109.88
2.618 107.22
1.618 105.59
1.000 104.58
0.618 103.96
HIGH 102.95
0.618 102.33
0.500 102.14
0.382 101.94
LOW 101.32
0.618 100.31
1.000 99.69
1.618 98.68
2.618 97.05
4.250 94.39
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 102.35 101.85
PP 102.24 101.25
S1 102.14 100.65

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

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