NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 98.88 99.75 0.87 0.9% 100.19
High 99.30 102.21 2.91 2.9% 105.74
Low 96.83 99.25 2.42 2.5% 96.88
Close 98.64 101.44 2.80 2.8% 101.14
Range 2.47 2.96 0.49 19.8% 8.86
ATR 3.51 3.52 0.00 0.1% 0.00
Volume 9,845 8,121 -1,724 -17.5% 66,521
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 109.85 108.60 103.07
R3 106.89 105.64 102.25
R2 103.93 103.93 101.98
R1 102.68 102.68 101.71 103.31
PP 100.97 100.97 100.97 101.28
S1 99.72 99.72 101.17 100.35
S2 98.01 98.01 100.90
S3 95.05 96.76 100.63
S4 92.09 93.80 99.81
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.83 123.35 106.01
R3 118.97 114.49 103.58
R2 110.11 110.11 102.76
R1 105.63 105.63 101.95 107.87
PP 101.25 101.25 101.25 102.38
S1 96.77 96.77 100.33 99.01
S2 92.39 92.39 99.52
S3 83.53 87.91 98.70
S4 74.67 79.05 96.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.21 96.83 5.38 5.3% 3.19 3.1% 86% True False 10,749
10 109.93 96.04 13.89 13.7% 4.94 4.9% 39% False False 11,258
20 115.57 96.04 19.53 19.3% 3.49 3.4% 28% False False 8,614
40 115.57 96.04 19.53 19.3% 2.58 2.5% 28% False False 8,420
60 115.57 96.04 19.53 19.3% 2.54 2.5% 28% False False 8,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.78
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 114.79
2.618 109.96
1.618 107.00
1.000 105.17
0.618 104.04
HIGH 102.21
0.618 101.08
0.500 100.73
0.382 100.38
LOW 99.25
0.618 97.42
1.000 96.29
1.618 94.46
2.618 91.50
4.250 86.67
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 101.20 100.80
PP 100.97 100.16
S1 100.73 99.52

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

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