NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 100.09 99.24 -0.85 -0.8% 99.96
High 100.20 101.35 1.15 1.1% 102.21
Low 97.63 99.24 1.61 1.6% 96.83
Close 99.07 101.02 1.95 2.0% 101.22
Range 2.57 2.11 -0.46 -17.9% 5.38
ATR 3.44 3.35 -0.08 -2.4% 0.00
Volume 9,788 8,263 -1,525 -15.6% 41,772
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 106.87 106.05 102.18
R3 104.76 103.94 101.60
R2 102.65 102.65 101.41
R1 101.83 101.83 101.21 102.24
PP 100.54 100.54 100.54 100.74
S1 99.72 99.72 100.83 100.13
S2 98.43 98.43 100.63
S3 96.32 97.61 100.44
S4 94.21 95.50 99.86
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.23 114.10 104.18
R3 110.85 108.72 102.70
R2 105.47 105.47 102.21
R1 103.34 103.34 101.71 104.41
PP 100.09 100.09 100.09 100.62
S1 97.96 97.96 100.73 99.03
S2 94.71 94.71 100.23
S3 89.33 92.58 99.74
S4 83.95 87.20 98.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.21 97.63 4.58 4.5% 2.66 2.6% 74% False False 8,669
10 105.74 96.83 8.91 8.8% 3.32 3.3% 47% False False 10,026
20 115.57 96.04 19.53 19.3% 3.71 3.7% 25% False False 9,217
40 115.57 96.04 19.53 19.3% 2.74 2.7% 25% False False 8,499
60 115.57 96.04 19.53 19.3% 2.51 2.5% 25% False False 8,322
80 115.57 95.74 19.83 19.6% 2.34 2.3% 27% False False 8,512
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 0.60
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.32
2.618 106.87
1.618 104.76
1.000 103.46
0.618 102.65
HIGH 101.35
0.618 100.54
0.500 100.30
0.382 100.05
LOW 99.24
0.618 97.94
1.000 97.13
1.618 95.83
2.618 93.72
4.250 90.27
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 100.78 100.52
PP 100.54 100.01
S1 100.30 99.51

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

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