NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 101.33 102.42 1.09 1.1% 100.93
High 102.95 102.62 -0.33 -0.3% 102.95
Low 101.32 99.16 -2.16 -2.1% 98.35
Close 102.45 99.85 -2.60 -2.5% 99.85
Range 1.63 3.46 1.83 112.3% 4.60
ATR 3.08 3.11 0.03 0.9% 0.00
Volume 156,838 138,335 -18,503 -11.8% 598,567
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.92 108.85 101.75
R3 107.46 105.39 100.80
R2 104.00 104.00 100.48
R1 101.93 101.93 100.17 101.24
PP 100.54 100.54 100.54 100.20
S1 98.47 98.47 99.53 97.78
S2 97.08 97.08 99.22
S3 93.62 95.01 98.90
S4 90.16 91.55 97.95
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.18 111.62 102.38
R3 109.58 107.02 101.12
R2 104.98 104.98 100.69
R1 102.42 102.42 100.27 101.40
PP 100.38 100.38 100.38 99.88
S1 97.82 97.82 99.43 96.80
S2 95.78 95.78 99.01
S3 91.18 93.22 98.59
S4 86.58 88.62 97.32
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 4.6% 2.57 2.6% 33% False False 119,713
10 103.90 98.35 5.55 5.6% 2.63 2.6% 27% False False 103,247
20 103.90 95.95 7.95 8.0% 2.89 2.9% 49% False False 76,722
40 115.52 95.51 20.01 20.0% 3.37 3.4% 22% False False 57,207
60 115.52 95.51 20.01 20.0% 3.00 3.0% 22% False False 43,970
80 115.52 93.92 21.60 21.6% 2.95 3.0% 27% False False 38,573
100 115.52 91.88 23.64 23.7% 2.67 2.7% 34% False False 33,848
120 115.52 90.58 24.94 25.0% 2.44 2.4% 37% False False 29,298
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.60
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.33
2.618 111.68
1.618 108.22
1.000 106.08
0.618 104.76
HIGH 102.62
0.618 101.30
0.500 100.89
0.382 100.48
LOW 99.16
0.618 97.02
1.000 95.70
1.618 93.56
2.618 90.10
4.250 84.46
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 100.89 100.78
PP 100.54 100.47
S1 100.20 100.16

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

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