NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 102.84 100.18 -2.66 -2.6% 101.50
High 103.08 100.41 -2.67 -2.6% 103.35
Low 99.70 97.25 -2.45 -2.5% 98.89
Close 100.40 98.36 -2.04 -2.0% 100.40
Range 3.38 3.16 -0.22 -6.5% 4.46
ATR 3.04 3.05 0.01 0.3% 0.00
Volume 88,872 75,422 -13,450 -15.1% 356,739
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.15 106.42 100.10
R3 104.99 103.26 99.23
R2 101.83 101.83 98.94
R1 100.10 100.10 98.65 99.39
PP 98.67 98.67 98.67 98.32
S1 96.94 96.94 98.07 96.23
S2 95.51 95.51 97.78
S3 92.35 93.78 97.49
S4 89.19 90.62 96.62
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.26 111.79 102.85
R3 109.80 107.33 101.63
R2 105.34 105.34 101.22
R1 102.87 102.87 100.81 101.88
PP 100.88 100.88 100.88 100.38
S1 98.41 98.41 99.99 97.42
S2 96.42 96.42 99.58
S3 91.96 93.95 99.17
S4 87.50 89.49 97.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.35 97.25 6.10 6.2% 2.74 2.8% 18% False True 74,217
10 104.31 97.25 7.06 7.2% 2.77 2.8% 16% False True 64,743
20 104.31 96.35 7.96 8.1% 2.81 2.9% 25% False False 51,091
40 115.63 95.85 19.78 20.1% 3.31 3.4% 13% False False 40,014
60 115.63 95.85 19.78 20.1% 2.86 2.9% 13% False False 32,128
80 115.63 94.50 21.13 21.5% 2.87 2.9% 18% False False 29,208
100 115.63 92.33 23.30 23.7% 2.60 2.6% 26% False False 26,055
120 115.63 91.94 23.69 24.1% 2.37 2.4% 27% False False 22,603
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 False
Bull Hook False
Stretch 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 113.84
2.618 108.68
1.618 105.52
1.000 103.57
0.618 102.36
HIGH 100.41
0.618 99.20
0.500 98.83
0.382 98.46
LOW 97.25
0.618 95.30
1.000 94.09
1.618 92.14
2.618 88.98
4.250 83.82
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 98.83 100.30
PP 98.67 99.65
S1 98.52 99.01

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

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