NYMEX Light Sweet Crude Oil Future July 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 99.58 100.83 1.25 1.3% 100.69
High 101.89 102.44 0.55 0.5% 103.39
Low 98.02 100.74 2.72 2.8% 98.12
Close 100.74 101.93 1.19 1.2% 100.22
Range 3.87 1.70 -2.17 -56.1% 5.27
ATR 3.24 3.13 -0.11 -3.4% 0.00
Volume 454,043 311,010 -143,033 -31.5% 1,270,422
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.80 106.07 102.87
R3 105.10 104.37 102.40
R2 103.40 103.40 102.24
R1 102.67 102.67 102.09 103.04
PP 101.70 101.70 101.70 101.89
S1 100.97 100.97 101.77 101.34
S2 100.00 100.00 101.62
S3 98.30 99.27 101.46
S4 96.60 97.57 101.00
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.39 113.57 103.12
R3 111.12 108.30 101.67
R2 105.85 105.85 101.19
R1 103.03 103.03 100.70 101.81
PP 100.58 100.58 100.58 99.96
S1 97.76 97.76 99.74 96.54
S2 95.31 95.31 99.25
S3 90.04 92.49 98.77
S4 84.77 87.22 97.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.44 97.74 4.70 4.6% 2.49 2.4% 89% True False 348,746
10 103.39 97.74 5.65 5.5% 2.57 2.5% 74% False False 318,975
20 103.39 95.54 7.85 7.7% 3.04 3.0% 81% False False 289,553
40 115.27 95.18 20.09 19.7% 3.39 3.3% 34% False False 186,861
60 115.27 95.18 20.09 19.7% 3.08 3.0% 34% False False 137,419
80 115.27 93.10 22.17 21.8% 3.10 3.0% 40% False False 112,194
100 115.27 91.36 23.91 23.5% 2.80 2.8% 44% False False 94,840
120 115.27 90.36 24.91 24.4% 2.57 2.5% 46% False False 81,029
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 0.65
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 109.67
2.618 106.89
1.618 105.19
1.000 104.14
0.618 103.49
HIGH 102.44
0.618 101.79
0.500 101.59
0.382 101.39
LOW 100.74
0.618 99.69
1.000 99.04
1.618 97.99
2.618 96.29
4.250 93.52
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 101.82 101.32
PP 101.70 100.70
S1 101.59 100.09

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

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