NYMEX Light Sweet Crude Oil Future August 2011

Trading Metrics calculated at close of trading on 27-May-2011

Day Change Summary
	Previous	Current
	26-May-2011	27-May-2011	Change	Change %	Previous Week
Open	101.74	100.72	-1.02	-1.0%	100.03
High	102.37	101.78	-0.59	-0.6%	102.37
Low	100.18	100.62	0.44	0.4%	96.79
Close	100.82	101.16	0.34	0.3%	101.16
Range	2.19	1.16	-1.03	-47.0%	5.58
ATR	3.60	3.43	-0.17	-4.8%	0.00
Volume	61,461	88,735	27,274	44.4%	318,071

Daily Pivots for day following 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.67	104.07	101.80
R3	103.51	102.91	101.48
R2	102.35	102.35	101.37
R1	101.75	101.75	101.27	102.05
PP	101.19	101.19	101.19	101.34
S1	100.59	100.59	101.05	100.89
S2	100.03	100.03	100.95
S3	98.87	99.43	100.84
S4	97.71	98.27	100.52

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	116.85	114.58	104.23
R3	111.27	109.00	102.69
R2	105.69	105.69	102.18
R1	103.42	103.42	101.67	104.56
PP	100.11	100.11	100.11	100.67
S1	97.84	97.84	100.65	98.98
S2	94.53	94.53	100.14
S3	88.95	92.26	99.63
S4	83.37	86.68	98.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.37	96.79	5.58	5.5%	2.75	2.7%	78%	False	False	63,614
10	102.37	95.95	6.42	6.3%	2.92	2.9%	81%	False	False	53,759
20	115.52	95.51	20.01	19.8%	4.14	4.1%	28%	False	False	51,274
40	115.52	95.51	20.01	19.8%	3.27	3.2%	28%	False	False	38,755
60	115.52	95.51	20.01	19.8%	3.00	3.0%	28%	False	False	31,425
80	115.52	93.92	21.60	21.4%	2.82	2.8%	34%	False	False	28,405
100	115.52	91.78	23.74	23.5%	2.55	2.5%	40%	False	False	25,310
120	115.52	89.40	26.12	25.8%	2.32	2.3%	45%	False	False	21,837

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.68
Narrowest range in 37 trading days

Fibonacci Retracements and Extensions
4.250	106.71
2.618	104.82
1.618	103.66
1.000	102.94
0.618	102.50
HIGH	101.78
0.618	101.34
0.500	101.20
0.382	101.06
LOW	100.62
0.618	99.90
1.000	99.46
1.618	98.74
2.618	97.58
4.250	95.69

Fisher Pivots for day following 27-May-2011
Pivot	1 day	3 day
R1	101.20	100.95
PP	101.19	100.73
S1	101.17	100.52

Download as Excel Spreadsheet

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

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