NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 100.72 101.21 0.49 0.5% 100.03
High 101.78 103.90 2.12 2.1% 102.37
Low 100.62 100.23 -0.39 -0.4% 96.79
Close 101.16 103.27 2.11 2.1% 101.16
Range 1.16 3.67 2.51 216.4% 5.58
ATR 3.43 3.44 0.02 0.5% 0.00
Volume 88,735 54,216 -34,519 -38.9% 318,071
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 113.48 112.04 105.29
R3 109.81 108.37 104.28
R2 106.14 106.14 103.94
R1 104.70 104.70 103.61 105.42
PP 102.47 102.47 102.47 102.83
S1 101.03 101.03 102.93 101.75
S2 98.80 98.80 102.60
S3 95.13 97.36 102.26
S4 91.46 93.69 101.25
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
5 103.90 97.13 6.77 6.6% 2.77 2.7% 91% True False 63,647
10 103.90 95.95 7.95 7.7% 3.02 2.9% 92% True False 55,184
20 113.91 95.51 18.40 17.8% 4.13 4.0% 42% False False 52,888
40 115.52 95.51 20.01 19.4% 3.32 3.2% 39% False False 39,653
60 115.52 95.51 20.01 19.4% 3.03 2.9% 39% False False 32,035
80 115.52 93.92 21.60 20.9% 2.85 2.8% 43% False False 28,892
100 115.52 91.78 23.74 23.0% 2.55 2.5% 48% False False 25,766
120 115.52 89.40 26.12 25.3% 2.34 2.3% 53% False False 22,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.71
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 119.50
2.618 113.51
1.618 109.84
1.000 107.57
0.618 106.17
HIGH 103.90
0.618 102.50
0.500 102.07
0.382 101.63
LOW 100.23
0.618 97.96
1.000 96.56
1.618 94.29
2.618 90.62
4.250 84.63
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 102.87 102.86
PP 102.47 102.45
S1 102.07 102.04

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

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