NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 94.98 97.00 2.02 2.1% 91.16
High 97.48 97.79 0.31 0.3% 95.84
Low 94.34 95.90 1.56 1.7% 89.61
Close 96.89 96.65 -0.24 -0.2% 94.94
Range 3.14 1.89 -1.25 -39.8% 6.23
ATR 2.93 2.85 -0.07 -2.5% 0.00
Volume 263,626 271,575 7,949 3.0% 1,358,279
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.45 101.44 97.69
R3 100.56 99.55 97.17
R2 98.67 98.67 97.00
R1 97.66 97.66 96.82 97.22
PP 96.78 96.78 96.78 96.56
S1 95.77 95.77 96.48 95.33
S2 94.89 94.89 96.30
S3 93.00 93.88 96.13
S4 91.11 91.99 95.61
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.15 109.78 98.37
R3 105.92 103.55 96.65
R2 99.69 99.69 96.08
R1 97.32 97.32 95.51 98.51
PP 93.46 93.46 93.46 94.06
S1 91.09 91.09 94.37 92.28
S2 87.23 87.23 93.80
S3 81.00 84.86 93.23
S4 74.77 78.63 91.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.79 92.66 5.13 5.3% 2.42 2.5% 78% True False 273,255
10 97.79 89.61 8.18 8.5% 2.65 2.7% 86% True False 289,557
20 102.95 89.61 13.34 13.8% 2.85 2.9% 53% False False 235,434
40 105.52 89.61 15.91 16.5% 3.06 3.2% 44% False False 150,032
60 115.52 89.61 25.91 26.8% 3.23 3.3% 27% False False 110,848
80 115.52 89.61 25.91 26.8% 2.98 3.1% 27% False False 86,930
100 115.52 89.61 25.91 26.8% 2.90 3.0% 27% False False 74,026
120 115.52 89.61 25.91 26.8% 2.65 2.7% 27% False False 64,068
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.42
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.82
2.618 102.74
1.618 100.85
1.000 99.68
0.618 98.96
HIGH 97.79
0.618 97.07
0.500 96.85
0.382 96.62
LOW 95.90
0.618 94.73
1.000 94.01
1.618 92.84
2.618 90.95
4.250 87.87
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 96.85 96.31
PP 96.78 95.96
S1 96.72 95.62

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

View Archives - Comment on this page... - Back to Index of Symbols