NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 92.28 91.16 -1.12 -1.2% 93.17
High 92.34 91.30 -1.04 -1.1% 95.70
Low 89.82 89.61 -0.21 -0.2% 89.70
Close 91.16 90.61 -0.55 -0.6% 91.16
Range 2.52 1.69 -0.83 -32.9% 6.00
ATR 3.17 3.06 -0.11 -3.3% 0.00
Volume 251,447 259,799 8,352 3.3% 1,574,559
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 95.58 94.78 91.54
R3 93.89 93.09 91.07
R2 92.20 92.20 90.92
R1 91.40 91.40 90.76 90.96
PP 90.51 90.51 90.51 90.28
S1 89.71 89.71 90.46 89.27
S2 88.82 88.82 90.30
S3 87.13 88.02 90.15
S4 85.44 86.33 89.68
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.19 106.67 94.46
R3 104.19 100.67 92.81
R2 98.19 98.19 92.26
R1 94.67 94.67 91.71 93.43
PP 92.19 92.19 92.19 91.57
S1 88.67 88.67 90.61 87.43
S2 86.19 86.19 90.06
S3 80.19 82.67 89.51
S4 74.19 76.67 87.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.70 89.61 6.09 6.7% 2.73 3.0% 16% False True 314,658
10 100.39 89.61 10.78 11.9% 2.99 3.3% 9% False True 249,276
20 103.90 89.61 14.29 15.8% 2.91 3.2% 7% False True 179,210
40 115.52 89.61 25.91 28.6% 3.53 3.9% 4% False True 115,242
60 115.52 89.61 25.91 28.6% 3.15 3.5% 4% False True 85,573
80 115.52 89.61 25.91 28.6% 2.98 3.3% 4% False True 68,371
100 115.52 89.61 25.91 28.6% 2.83 3.1% 4% False True 58,566
120 115.52 89.61 25.91 28.6% 2.61 2.9% 4% False True 50,960
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.48
2.618 95.72
1.618 94.03
1.000 92.99
0.618 92.34
HIGH 91.30
0.618 90.65
0.500 90.46
0.382 90.26
LOW 89.61
0.618 88.57
1.000 87.92
1.618 86.88
2.618 85.19
4.250 82.43
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 90.56 92.04
PP 90.51 91.56
S1 90.46 91.09

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

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