NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 99.02 99.29 0.27 0.3% 98.53
High 101.00 101.21 0.21 0.2% 105.16
Low 95.78 97.60 1.82 1.9% 95.78
Close 99.48 100.12 0.64 0.6% 100.12
Range 5.22 3.61 -1.61 -30.8% 9.38
ATR 4.09 4.05 -0.03 -0.8% 0.00
Volume 200,468 217,844 17,376 8.7% 926,548
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 110.47 108.91 102.11
R3 106.86 105.30 101.11
R2 103.25 103.25 100.78
R1 101.69 101.69 100.45 102.47
PP 99.64 99.64 99.64 100.04
S1 98.08 98.08 99.79 98.86
S2 96.03 96.03 99.46
S3 92.42 94.47 99.13
S4 88.81 90.86 98.13
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 128.49 123.69 105.28
R3 119.11 114.31 102.70
R2 109.73 109.73 101.84
R1 104.93 104.93 100.98 107.33
PP 100.35 100.35 100.35 101.56
S1 95.55 95.55 99.26 97.95
S2 90.97 90.97 98.40
S3 81.59 86.17 97.54
S4 72.21 76.79 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.16 95.78 9.38 9.4% 5.15 5.1% 46% False False 185,309
10 115.27 95.18 20.09 20.1% 5.41 5.4% 25% False False 133,305
20 115.27 95.18 20.09 20.1% 3.95 3.9% 25% False False 95,119
40 115.27 95.18 20.09 20.1% 3.10 3.1% 25% False False 70,387
60 115.27 93.10 22.17 22.1% 3.20 3.2% 32% False False 59,210
80 115.27 91.36 23.91 23.9% 2.83 2.8% 37% False False 51,040
100 115.27 91.28 23.99 24.0% 2.54 2.5% 37% False False 43,315
120 115.27 83.16 32.11 32.1% 2.34 2.3% 53% False False 37,164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.11
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116.55
2.618 110.66
1.618 107.05
1.000 104.82
0.618 103.44
HIGH 101.21
0.618 99.83
0.500 99.41
0.382 98.98
LOW 97.60
0.618 95.37
1.000 93.99
1.618 91.76
2.618 88.15
4.250 82.26
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 99.88 100.47
PP 99.64 100.35
S1 99.41 100.24

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

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