NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 101.70 101.50 -0.20 -0.2% 101.72
High 101.86 101.76 -0.10 -0.1% 104.31
Low 99.26 99.68 0.42 0.4% 99.26
Close 101.30 100.11 -1.19 -1.2% 101.30
Range 2.60 2.08 -0.52 -20.0% 5.05
ATR 3.26 3.17 -0.08 -2.6% 0.00
Volume 71,572 61,075 -10,497 -14.7% 215,275
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.76 105.51 101.25
R3 104.68 103.43 100.68
R2 102.60 102.60 100.49
R1 101.35 101.35 100.30 100.94
PP 100.52 100.52 100.52 100.31
S1 99.27 99.27 99.92 98.86
S2 98.44 98.44 99.73
S3 96.36 97.19 99.54
S4 94.28 95.11 98.97
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.77 114.09 104.08
R3 111.72 109.04 102.69
R2 106.67 106.67 102.23
R1 103.99 103.99 101.76 102.81
PP 101.62 101.62 101.62 101.03
S1 98.94 98.94 100.84 97.76
S2 96.57 96.57 100.37
S3 91.52 93.89 99.91
S4 86.47 88.84 98.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.31 99.26 5.05 5.0% 2.80 2.8% 17% False False 55,270
10 104.31 97.16 7.15 7.1% 2.77 2.8% 41% False False 49,470
20 105.73 96.35 9.38 9.4% 3.39 3.4% 40% False False 42,533
40 115.63 95.85 19.78 19.8% 3.33 3.3% 22% False False 33,796
60 115.63 95.85 19.78 19.8% 2.91 2.9% 22% False False 27,200
80 115.63 94.50 21.13 21.1% 2.80 2.8% 27% False False 25,416
100 115.63 92.33 23.30 23.3% 2.51 2.5% 33% False False 22,712
120 115.63 89.83 25.80 25.8% 2.30 2.3% 40% False False 19,735
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.60
2.618 107.21
1.618 105.13
1.000 103.84
0.618 103.05
HIGH 101.76
0.618 100.97
0.500 100.72
0.382 100.47
LOW 99.68
0.618 98.39
1.000 97.60
1.618 96.31
2.618 94.23
4.250 90.84
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 100.72 100.59
PP 100.52 100.43
S1 100.31 100.27

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

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