NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 103.63 100.76 -2.87 -2.8% 100.32
High 104.31 101.92 -2.39 -2.3% 102.80
Low 100.93 99.62 -1.31 -1.3% 97.16
Close 101.33 101.49 0.16 0.2% 101.63
Range 3.38 2.30 -1.08 -32.0% 5.64
ATR 3.38 3.31 -0.08 -2.3% 0.00
Volume 52,992 49,674 -3,318 -6.3% 218,356
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.91 107.00 102.76
R3 105.61 104.70 102.12
R2 103.31 103.31 101.91
R1 102.40 102.40 101.70 102.86
PP 101.01 101.01 101.01 101.24
S1 100.10 100.10 101.28 100.56
S2 98.71 98.71 101.07
S3 96.41 97.80 100.86
S4 94.11 95.50 100.23
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.45 115.18 104.73
R3 111.81 109.54 103.18
R2 106.17 106.17 102.66
R1 103.90 103.90 102.15 105.04
PP 100.53 100.53 100.53 101.10
S1 98.26 98.26 101.11 99.40
S2 94.89 94.89 100.60
S3 89.25 92.62 100.08
S4 83.61 86.98 98.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.31 99.62 4.69 4.6% 2.53 2.5% 40% False True 49,407
10 104.31 97.13 7.18 7.1% 2.94 2.9% 61% False False 43,071
20 110.27 95.85 14.42 14.2% 4.08 4.0% 39% False False 40,098
40 115.63 95.85 19.78 19.5% 3.29 3.2% 29% False False 31,178
60 115.63 95.85 19.78 19.5% 2.91 2.9% 29% False False 25,684
80 115.63 94.50 21.13 20.8% 2.77 2.7% 33% False False 24,048
100 115.63 92.33 23.30 23.0% 2.50 2.5% 39% False False 21,552
120 115.63 89.83 25.80 25.4% 2.27 2.2% 45% False False 18,712
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.79
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.70
2.618 107.94
1.618 105.64
1.000 104.22
0.618 103.34
HIGH 101.92
0.618 101.04
0.500 100.77
0.382 100.50
LOW 99.62
0.618 98.20
1.000 97.32
1.618 95.90
2.618 93.60
4.250 89.85
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 101.25 101.97
PP 101.01 101.81
S1 100.77 101.65

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

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