NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 101.36 100.93 -0.43 -0.4% 101.21
High 101.50 101.18 -0.32 -0.3% 103.90
Low 98.73 99.15 0.42 0.4% 98.73
Close 100.80 99.60 -1.20 -1.2% 100.80
Range 2.77 2.03 -0.74 -26.7% 5.17
ATR 3.33 3.23 -0.09 -2.8% 0.00
Volume 118,378 95,875 -22,503 -19.0% 345,175
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.07 104.86 100.72
R3 104.04 102.83 100.16
R2 102.01 102.01 99.97
R1 100.80 100.80 99.79 100.39
PP 99.98 99.98 99.98 99.77
S1 98.77 98.77 99.41 98.36
S2 97.95 97.95 99.23
S3 95.92 96.74 99.04
S4 93.89 94.71 98.48
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.65 113.90 103.64
R3 111.48 108.73 102.22
R2 106.31 106.31 101.75
R1 103.56 103.56 101.27 102.35
PP 101.14 101.14 101.14 100.54
S1 98.39 98.39 100.33 97.18
S2 95.97 95.97 99.85
S3 90.80 93.22 99.38
S4 85.63 88.05 97.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.90 98.73 5.17 5.2% 2.86 2.9% 17% False False 88,210
10 103.90 96.79 7.11 7.1% 2.81 2.8% 40% False False 75,912
20 105.52 95.95 9.57 9.6% 3.46 3.5% 38% False False 64,184
40 115.52 95.51 20.01 20.1% 3.45 3.5% 20% False False 47,540
60 115.52 95.51 20.01 20.1% 3.03 3.0% 20% False False 36,717
80 115.52 93.92 21.60 21.7% 2.90 2.9% 26% False False 33,015
100 115.52 91.88 23.64 23.7% 2.60 2.6% 33% False False 29,172
120 115.52 89.80 25.72 25.8% 2.39 2.4% 38% False False 25,297
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.60
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 109.81
2.618 106.49
1.618 104.46
1.000 103.21
0.618 102.43
HIGH 101.18
0.618 100.40
0.500 100.17
0.382 99.93
LOW 99.15
0.618 97.90
1.000 97.12
1.618 95.87
2.618 93.84
4.250 90.52
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 100.17 100.12
PP 99.98 99.94
S1 99.79 99.77

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

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