NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 102.79 104.84 2.05 2.0% 114.61
High 104.93 105.52 0.59 0.6% 115.52
Low 101.08 98.40 -2.68 -2.7% 95.51
Close 104.87 99.12 -5.75 -5.5% 98.14
Range 3.85 7.12 3.27 84.9% 20.01
ATR 3.70 3.94 0.24 6.6% 0.00
Volume 68,307 60,868 -7,439 -10.9% 182,866
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 122.37 117.87 103.04
R3 115.25 110.75 101.08
R2 108.13 108.13 100.43
R1 103.63 103.63 99.77 102.32
PP 101.01 101.01 101.01 100.36
S1 96.51 96.51 98.47 95.20
S2 93.89 93.89 97.81
S3 86.77 89.39 97.16
S4 79.65 82.27 95.20
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 163.09 150.62 109.15
R3 143.08 130.61 103.64
R2 123.07 123.07 101.81
R1 110.60 110.60 99.97 106.83
PP 103.06 103.06 103.06 101.17
S1 90.59 90.59 96.31 86.82
S2 83.05 83.05 94.47
S3 63.04 70.58 92.64
S4 43.03 50.57 87.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.10 95.51 14.59 14.7% 7.10 7.2% 25% False False 58,848
10 115.52 95.51 20.01 20.2% 4.90 4.9% 18% False False 44,721
20 115.52 95.51 20.01 20.2% 3.69 3.7% 18% False False 36,182
40 115.52 95.51 20.01 20.2% 3.00 3.0% 18% False False 26,367
60 115.52 93.92 21.60 21.8% 2.93 3.0% 24% False False 25,015
80 115.52 91.88 23.64 23.8% 2.56 2.6% 31% False False 22,442
100 115.52 90.58 24.94 25.2% 2.31 2.3% 34% False False 19,232
120 115.52 83.43 32.09 32.4% 2.12 2.1% 49% False False 16,681
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 135.78
2.618 124.16
1.618 117.04
1.000 112.64
0.618 109.92
HIGH 105.52
0.618 102.80
0.500 101.96
0.382 101.12
LOW 98.40
0.618 94.00
1.000 91.28
1.618 86.88
2.618 79.76
4.250 68.14
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 101.96 101.96
PP 101.01 101.01
S1 100.07 100.07

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

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