NYMEX Light Sweet Crude Oil Future July 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 114.28 113.49 -0.79 -0.7% 112.40
High 115.27 113.69 -1.58 -1.4% 114.66
Low 111.32 110.81 -0.51 -0.5% 111.25
Close 114.04 111.56 -2.48 -2.2% 114.43
Range 3.95 2.88 -1.07 -27.1% 3.41
ATR 2.60 2.64 0.05 1.7% 0.00
Volume 48,972 66,686 17,714 36.2% 301,704
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 120.66 118.99 113.14
R3 117.78 116.11 112.35
R2 114.90 114.90 112.09
R1 113.23 113.23 111.82 112.63
PP 112.02 112.02 112.02 111.72
S1 110.35 110.35 111.30 109.75
S2 109.14 109.14 111.03
S3 106.26 107.47 110.77
S4 103.38 104.59 109.98
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 123.68 122.46 116.31
R3 120.27 119.05 115.37
R2 116.86 116.86 115.06
R1 115.64 115.64 114.74 116.25
PP 113.45 113.45 113.45 113.75
S1 112.23 112.23 114.12 112.84
S2 110.04 110.04 113.80
S3 106.63 108.82 113.49
S4 103.22 105.41 112.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 115.27 110.81 4.46 4.0% 2.74 2.5% 17% False True 64,186
10 115.27 106.44 8.83 7.9% 2.59 2.3% 58% False False 57,994
20 115.27 106.44 8.83 7.9% 2.65 2.4% 58% False False 60,488
40 115.27 98.20 17.07 15.3% 2.62 2.4% 78% False False 46,542
60 115.27 93.10 22.17 19.9% 2.63 2.4% 83% False False 42,466
80 115.27 91.28 23.99 21.5% 2.38 2.1% 85% False False 37,740
100 115.27 89.17 26.10 23.4% 2.16 1.9% 86% False False 31,720
120 115.27 83.16 32.11 28.8% 2.02 1.8% 88% False False 27,339
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 125.93
2.618 121.23
1.618 118.35
1.000 116.57
0.618 115.47
HIGH 113.69
0.618 112.59
0.500 112.25
0.382 111.91
LOW 110.81
0.618 109.03
1.000 107.93
1.618 106.15
2.618 103.27
4.250 98.57
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 112.25 113.04
PP 112.02 112.55
S1 111.79 112.05

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

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