NYMEX Light Sweet Crude Oil Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 113.89 112.98 -0.91 -0.8% 112.34
High 114.83 113.22 -1.61 -1.4% 114.18
Low 110.82 110.31 -0.51 -0.5% 110.71
Close 113.52 111.05 -2.47 -2.2% 113.93
Range 4.01 2.91 -1.10 -27.4% 3.47
ATR 2.67 2.70 0.04 1.5% 0.00
Volume 290,632 283,975 -6,657 -2.3% 1,240,514
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 120.26 118.56 112.65
R3 117.35 115.65 111.85
R2 114.44 114.44 111.58
R1 112.74 112.74 111.32 112.14
PP 111.53 111.53 111.53 111.22
S1 109.83 109.83 110.78 109.23
S2 108.62 108.62 110.52
S3 105.71 106.92 110.25
S4 102.80 104.01 109.45
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.35 122.11 115.84
R3 119.88 118.64 114.88
R2 116.41 116.41 114.57
R1 115.17 115.17 114.25 115.79
PP 112.94 112.94 112.94 113.25
S1 111.70 111.70 113.61 112.32
S2 109.47 109.47 113.29
S3 106.00 108.23 112.98
S4 102.53 104.76 112.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114.83 110.31 4.52 4.1% 2.76 2.5% 16% False True 271,757
10 114.83 106.01 8.82 7.9% 2.60 2.3% 57% False False 261,786
20 114.83 105.98 8.85 8.0% 2.70 2.4% 57% False False 216,641
40 114.83 97.61 17.22 15.5% 2.71 2.4% 78% False False 147,017
60 114.83 91.97 22.86 20.6% 2.77 2.5% 83% False False 126,625
80 114.83 90.50 24.33 21.9% 2.53 2.3% 84% False False 113,568
100 114.83 88.86 25.97 23.4% 2.33 2.1% 85% False False 96,684
120 114.83 82.46 32.37 29.1% 2.25 2.0% 88% False False 85,351
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 0.73
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.59
2.618 120.84
1.618 117.93
1.000 116.13
0.618 115.02
HIGH 113.22
0.618 112.11
0.500 111.77
0.382 111.42
LOW 110.31
0.618 108.51
1.000 107.40
1.618 105.60
2.618 102.69
4.250 97.94
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 111.77 112.57
PP 111.53 112.06
S1 111.29 111.56

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

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