NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 100.03 102.23 2.20 2.2% 100.39
High 102.46 102.80 0.34 0.3% 101.92
Low 99.07 100.66 1.59 1.6% 96.35
Close 102.24 101.32 -0.92 -0.9% 100.82
Range 3.39 2.14 -1.25 -36.9% 5.57
ATR 3.64 3.53 -0.11 -2.9% 0.00
Volume 41,221 42,183 962 2.3% 156,037
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 108.01 106.81 102.50
R3 105.87 104.67 101.91
R2 103.73 103.73 101.71
R1 102.53 102.53 101.52 102.06
PP 101.59 101.59 101.59 101.36
S1 100.39 100.39 101.12 99.92
S2 99.45 99.45 100.93
S3 97.31 98.25 100.73
S4 95.17 96.11 100.14
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.41 114.18 103.88
R3 110.84 108.61 102.35
R2 105.27 105.27 101.84
R1 103.04 103.04 101.33 104.16
PP 99.70 99.70 99.70 100.25
S1 97.47 97.47 100.31 98.59
S2 94.13 94.13 99.80
S3 88.56 91.90 99.29
S4 82.99 86.33 97.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.80 97.13 5.67 5.6% 3.30 3.3% 74% True False 37,419
10 102.80 96.35 6.45 6.4% 3.09 3.0% 77% True False 34,354
20 115.63 95.85 19.78 19.5% 4.10 4.1% 28% False False 34,514
40 115.63 95.85 19.78 19.5% 3.16 3.1% 28% False False 27,585
60 115.63 95.85 19.78 19.5% 2.88 2.8% 28% False False 23,861
80 115.63 94.50 21.13 20.9% 2.71 2.7% 32% False False 22,249
100 115.63 91.94 23.69 23.4% 2.47 2.4% 40% False False 19,769
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.81
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 111.90
2.618 108.40
1.618 106.26
1.000 104.94
0.618 104.12
HIGH 102.80
0.618 101.98
0.500 101.73
0.382 101.48
LOW 100.66
0.618 99.34
1.000 98.52
1.618 97.20
2.618 95.06
4.250 91.57
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 101.73 100.93
PP 101.59 100.53
S1 101.46 100.14

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

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