NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 98.17 98.89 0.72 0.7% 100.00
High 99.04 101.92 2.88 2.9% 105.73
Low 96.35 98.79 2.44 2.5% 96.36
Close 98.19 101.16 2.97 3.0% 100.79
Range 2.69 3.13 0.44 16.4% 9.37
ATR 3.75 3.75 0.00 0.0% 0.00
Volume 25,325 34,829 9,504 37.5% 199,934
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 110.01 108.72 102.88
R3 106.88 105.59 102.02
R2 103.75 103.75 101.73
R1 102.46 102.46 101.45 103.11
PP 100.62 100.62 100.62 100.95
S1 99.33 99.33 100.87 99.98
S2 97.49 97.49 100.59
S3 94.36 96.20 100.30
S4 91.23 93.07 99.44
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129.07 124.30 105.94
R3 119.70 114.93 103.37
R2 110.33 110.33 102.51
R1 105.56 105.56 101.65 107.95
PP 100.96 100.96 100.96 102.15
S1 96.19 96.19 99.93 98.58
S2 91.59 91.59 99.07
S3 82.22 86.82 98.21
S4 72.85 77.45 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.92 96.35 5.57 5.5% 3.46 3.4% 86% True False 32,698
10 110.27 95.85 14.42 14.3% 5.22 5.2% 37% False False 37,125
20 115.63 95.85 19.78 19.6% 3.83 3.8% 27% False False 30,226
40 115.63 95.85 19.78 19.6% 2.92 2.9% 27% False False 24,064
60 115.63 95.85 19.78 19.6% 2.90 2.9% 27% False False 22,608
80 115.63 92.33 23.30 23.0% 2.61 2.6% 38% False False 20,571
100 115.63 91.94 23.69 23.4% 2.35 2.3% 39% False False 17,696
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 1.17
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 115.22
2.618 110.11
1.618 106.98
1.000 105.05
0.618 103.85
HIGH 101.92
0.618 100.72
0.500 100.36
0.382 99.99
LOW 98.79
0.618 96.86
1.000 95.66
1.618 93.73
2.618 90.60
4.250 85.49
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 100.89 100.49
PP 100.62 99.81
S1 100.36 99.14

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

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