NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 99.70 100.05 0.35 0.4% 100.00
High 101.60 101.85 0.25 0.2% 105.73
Low 96.36 98.34 1.98 2.1% 96.36
Close 100.14 100.79 0.65 0.6% 100.79
Range 5.24 3.51 -1.73 -33.0% 9.37
ATR 3.95 3.92 -0.03 -0.8% 0.00
Volume 45,809 30,301 -15,508 -33.9% 199,934
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 110.86 109.33 102.72
R3 107.35 105.82 101.76
R2 103.84 103.84 101.43
R1 102.31 102.31 101.11 103.08
PP 100.33 100.33 100.33 100.71
S1 98.80 98.80 100.47 99.57
S2 96.82 96.82 100.15
S3 93.31 95.29 99.82
S4 89.80 91.78 98.86
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 129.07 124.30 105.94
R3 119.70 114.93 103.37
R2 110.33 110.33 102.51
R1 105.56 105.56 101.65 107.95
PP 100.96 100.96 100.96 102.15
S1 96.19 96.19 99.93 98.58
S2 91.59 91.59 99.07
S3 82.22 86.82 98.21
S4 72.85 77.45 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.73 96.36 9.37 9.3% 5.02 5.0% 47% False False 39,986
10 115.63 95.85 19.78 19.6% 5.28 5.2% 25% False False 34,858
20 115.63 95.85 19.78 19.6% 3.81 3.8% 25% False False 28,937
40 115.63 95.85 19.78 19.6% 2.89 2.9% 25% False False 22,647
60 115.63 94.50 21.13 21.0% 2.89 2.9% 30% False False 21,914
80 115.63 92.33 23.30 23.1% 2.55 2.5% 36% False False 19,797
100 115.63 91.94 23.69 23.5% 2.29 2.3% 37% False False 16,905
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 1.14
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 116.77
2.618 111.04
1.618 107.53
1.000 105.36
0.618 104.02
HIGH 101.85
0.618 100.51
0.500 100.10
0.382 99.68
LOW 98.34
0.618 96.17
1.000 94.83
1.618 92.66
2.618 89.15
4.250 83.42
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 100.56 101.05
PP 100.33 100.96
S1 100.10 100.88

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

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