NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 95.50 93.17 -2.33 -2.4% 99.41
High 95.81 93.87 -1.94 -2.0% 100.39
Low 92.23 91.51 -0.72 -0.8% 92.23
Close 93.40 93.63 0.23 0.2% 93.40
Range 3.58 2.36 -1.22 -34.1% 8.16
ATR 3.20 3.14 -0.06 -1.9% 0.00
Volume 154,315 261,068 106,753 69.2% 806,111
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 100.08 99.22 94.93
R3 97.72 96.86 94.28
R2 95.36 95.36 94.06
R1 94.50 94.50 93.85 94.93
PP 93.00 93.00 93.00 93.22
S1 92.14 92.14 93.41 92.57
S2 90.64 90.64 93.20
S3 88.28 89.78 92.98
S4 85.92 87.42 92.33
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 119.82 114.77 97.89
R3 111.66 106.61 95.64
R2 103.50 103.50 94.90
R1 98.45 98.45 94.15 96.90
PP 95.34 95.34 95.34 94.56
S1 90.29 90.29 92.65 88.74
S2 87.18 87.18 91.90
S3 79.02 82.13 91.16
S4 70.86 73.97 88.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.39 91.51 8.88 9.5% 3.24 3.5% 24% False True 183,894
10 102.95 91.51 11.44 12.2% 3.02 3.2% 19% False True 156,987
20 103.90 91.51 12.39 13.2% 2.92 3.1% 17% False True 116,449
40 115.52 91.51 24.01 25.6% 3.45 3.7% 9% False True 79,589
60 115.52 91.51 24.01 25.6% 3.07 3.3% 9% False True 60,559
80 115.52 91.51 24.01 25.6% 2.95 3.1% 9% False True 50,027
100 115.52 91.51 24.01 25.6% 2.78 3.0% 9% False True 43,895
120 115.52 91.51 24.01 25.6% 2.56 2.7% 9% False True 38,019
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 0.58
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.90
2.618 100.05
1.618 97.69
1.000 96.23
0.618 95.33
HIGH 93.87
0.618 92.97
0.500 92.69
0.382 92.41
LOW 91.51
0.618 90.05
1.000 89.15
1.618 87.69
2.618 85.33
4.250 81.48
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 93.32 93.86
PP 93.00 93.78
S1 92.69 93.71

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

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