NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 99.96 97.58 -2.38 -2.4% 98.53
High 100.12 98.33 -1.79 -1.8% 105.16
Low 97.39 95.54 -1.85 -1.9% 95.78
Close 97.85 97.43 -0.42 -0.4% 100.12
Range 2.73 2.79 0.06 2.2% 9.38
ATR 3.96 3.88 -0.08 -2.1% 0.00
Volume 129,392 171,276 41,884 32.4% 926,548
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 105.47 104.24 98.96
R3 102.68 101.45 98.20
R2 99.89 99.89 97.94
R1 98.66 98.66 97.69 97.88
PP 97.10 97.10 97.10 96.71
S1 95.87 95.87 97.17 95.09
S2 94.31 94.31 96.92
S3 91.52 93.08 96.66
S4 88.73 90.29 95.90
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 95.54 9.62 9.9% 4.29 4.4% 20% False True 173,443
10 111.70 95.18 16.52 17.0% 5.28 5.4% 14% False False 151,806
20 115.27 95.18 20.09 20.6% 3.93 4.0% 11% False False 104,900
40 115.27 95.18 20.09 20.6% 3.11 3.2% 11% False False 76,877
60 115.27 94.90 20.37 20.9% 3.24 3.3% 12% False False 63,018
80 115.27 91.36 23.91 24.5% 2.86 2.9% 25% False False 54,398
100 115.27 91.28 23.99 24.6% 2.59 2.7% 26% False False 46,231
120 115.27 83.95 31.32 32.1% 2.37 2.4% 43% False False 39,611
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 1.09
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.19
2.618 105.63
1.618 102.84
1.000 101.12
0.618 100.05
HIGH 98.33
0.618 97.26
0.500 96.94
0.382 96.61
LOW 95.54
0.618 93.82
1.000 92.75
1.618 91.03
2.618 88.24
4.250 83.68
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 97.27 98.38
PP 97.10 98.06
S1 96.94 97.75

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

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