NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 99.41 97.73 -1.68 -1.7% 100.93
High 99.88 99.92 0.04 0.0% 102.95
Low 96.69 97.01 0.32 0.3% 98.35
Close 97.84 99.86 2.02 2.1% 99.85
Range 3.19 2.91 -0.28 -8.8% 4.60
ATR 3.11 3.10 -0.01 -0.5% 0.00
Volume 147,708 140,488 -7,220 -4.9% 598,567
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.66 106.67 101.46
R3 104.75 103.76 100.66
R2 101.84 101.84 100.39
R1 100.85 100.85 100.13 101.35
PP 98.93 98.93 98.93 99.18
S1 97.94 97.94 99.59 98.44
S2 96.02 96.02 99.33
S3 93.11 95.03 99.06
S4 90.20 92.12 98.26
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 96.69 6.26 6.3% 3.00 3.0% 51% False False 144,546
10 103.88 96.69 7.19 7.2% 2.76 2.8% 44% False False 117,772
20 103.90 95.95 7.95 8.0% 2.89 2.9% 49% False False 86,478
40 115.52 95.51 20.01 20.0% 3.39 3.4% 22% False False 62,539
60 115.52 95.51 20.01 20.0% 2.97 3.0% 22% False False 48,400
80 115.52 94.21 21.31 21.3% 3.00 3.0% 27% False False 41,793
100 115.52 91.88 23.64 23.7% 2.70 2.7% 34% False False 36,617
120 115.52 91.78 23.74 23.8% 2.48 2.5% 34% False False 31,627
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 False
Bull Hook False
Stretch 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.29
2.618 107.54
1.618 104.63
1.000 102.83
0.618 101.72
HIGH 99.92
0.618 98.81
0.500 98.47
0.382 98.12
LOW 97.01
0.618 95.21
1.000 94.10
1.618 92.30
2.618 89.39
4.250 84.64
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 99.40 99.79
PP 98.93 99.72
S1 98.47 99.66

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

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