NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 100.18 98.09 -2.09 -2.1% 101.50
High 100.41 100.34 -0.07 -0.1% 103.35
Low 97.25 97.52 0.27 0.3% 98.89
Close 98.36 100.31 1.95 2.0% 100.40
Range 3.16 2.82 -0.34 -10.8% 4.46
ATR 3.05 3.03 -0.02 -0.5% 0.00
Volume 75,422 64,992 -10,430 -13.8% 356,739
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.85 106.90 101.86
R3 105.03 104.08 101.09
R2 102.21 102.21 100.83
R1 101.26 101.26 100.57 101.74
PP 99.39 99.39 99.39 99.63
S1 98.44 98.44 100.05 98.92
S2 96.57 96.57 99.79
S3 93.75 95.62 99.53
S4 90.93 92.80 98.76
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 6.1% 2.92 2.9% 50% False False 79,622
10 104.31 97.25 7.06 7.0% 2.69 2.7% 43% False False 67,139
20 104.31 96.35 7.96 7.9% 2.82 2.8% 50% False False 52,979
40 115.63 95.85 19.78 19.7% 3.31 3.3% 23% False False 40,997
60 115.63 95.85 19.78 19.7% 2.86 2.9% 23% False False 33,052
80 115.63 95.05 20.58 20.5% 2.89 2.9% 26% False False 29,851
100 115.63 92.33 23.30 23.2% 2.61 2.6% 34% False False 26,659
120 115.63 91.94 23.69 23.6% 2.39 2.4% 35% False False 23,119
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.61
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.33
2.618 107.72
1.618 104.90
1.000 103.16
0.618 102.08
HIGH 100.34
0.618 99.26
0.500 98.93
0.382 98.60
LOW 97.52
0.618 95.78
1.000 94.70
1.618 92.96
2.618 90.14
4.250 85.54
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 99.85 100.26
PP 99.39 100.21
S1 98.93 100.17

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

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