NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 91.16 90.71 -0.45 -0.5% 93.17
High 91.30 93.37 2.07 2.3% 95.70
Low 89.61 90.44 0.83 0.9% 89.70
Close 90.61 92.89 2.28 2.5% 91.16
Range 1.69 2.93 1.24 73.4% 6.00
ATR 3.06 3.05 -0.01 -0.3% 0.00
Volume 259,799 267,406 7,607 2.9% 1,574,559
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.02 99.89 94.50
R3 98.09 96.96 93.70
R2 95.16 95.16 93.43
R1 94.03 94.03 93.16 94.60
PP 92.23 92.23 92.23 92.52
S1 91.10 91.10 92.62 91.67
S2 89.30 89.30 92.35
S3 86.37 88.17 92.08
S4 83.44 85.24 91.28
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 6.6% 2.87 3.1% 54% False False 305,859
10 100.39 89.61 10.78 11.6% 2.99 3.2% 30% False False 261,967
20 103.88 89.61 14.27 15.4% 2.87 3.1% 23% False False 189,870
40 113.91 89.61 24.30 26.2% 3.50 3.8% 13% False False 121,379
60 115.52 89.61 25.91 27.9% 3.17 3.4% 13% False False 89,725
80 115.52 89.61 25.91 27.9% 2.99 3.2% 13% False False 71,493
100 115.52 89.61 25.91 27.9% 2.85 3.1% 13% False False 61,087
120 115.52 89.61 25.91 27.9% 2.61 2.8% 13% False False 53,117
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.82
2.618 101.04
1.618 98.11
1.000 96.30
0.618 95.18
HIGH 93.37
0.618 92.25
0.500 91.91
0.382 91.56
LOW 90.44
0.618 88.63
1.000 87.51
1.618 85.70
2.618 82.77
4.250 77.99
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 92.56 92.42
PP 92.23 91.96
S1 91.91 91.49

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

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