NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 97.73 100.00 2.27 2.3% 100.93
High 99.92 100.39 0.47 0.5% 102.95
Low 97.01 94.47 -2.54 -2.6% 98.35
Close 99.86 95.26 -4.60 -4.6% 99.85
Range 2.91 5.92 3.01 103.4% 4.60
ATR 3.10 3.30 0.20 6.5% 0.00
Volume 140,488 141,206 718 0.5% 598,567
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.47 110.78 98.52
R3 108.55 104.86 96.89
R2 102.63 102.63 96.35
R1 98.94 98.94 95.80 97.83
PP 96.71 96.71 96.71 96.15
S1 93.02 93.02 94.72 91.91
S2 90.79 90.79 94.17
S3 84.87 87.10 93.63
S4 78.95 81.18 92.00
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 94.47 8.48 8.9% 3.42 3.6% 9% False True 144,915
10 102.95 94.47 8.48 8.9% 3.00 3.2% 9% False True 123,001
20 103.90 94.47 9.43 9.9% 3.05 3.2% 8% False True 91,928
40 115.52 94.47 21.05 22.1% 3.47 3.6% 4% False True 65,584
60 115.52 94.47 21.05 22.1% 3.04 3.2% 4% False True 50,594
80 115.52 94.47 21.05 22.1% 3.04 3.2% 4% False True 43,289
100 115.52 91.88 23.64 24.8% 2.75 2.9% 14% False False 37,909
120 115.52 91.78 23.74 24.9% 2.52 2.6% 15% False False 32,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 125.55
2.618 115.89
1.618 109.97
1.000 106.31
0.618 104.05
HIGH 100.39
0.618 98.13
0.500 97.43
0.382 96.73
LOW 94.47
0.618 90.81
1.000 88.55
1.618 84.89
2.618 78.97
4.250 69.31
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 97.43 97.43
PP 96.71 96.71
S1 95.98 95.98

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

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