NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 98.38 100.20 1.82 1.8% 100.15
High 101.21 102.75 1.54 1.5% 102.14
Low 97.87 99.40 1.53 1.6% 96.56
Close 100.79 102.54 1.75 1.7% 101.05
Range 3.34 3.35 0.01 0.3% 5.58
ATR 3.47 3.46 -0.01 -0.3% 0.00
Volume 12,993 13,489 496 3.8% 57,512
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 111.61 110.43 104.38
R3 108.26 107.08 103.46
R2 104.91 104.91 103.15
R1 103.73 103.73 102.85 104.32
PP 101.56 101.56 101.56 101.86
S1 100.38 100.38 102.23 100.97
S2 98.21 98.21 101.93
S3 94.86 97.03 101.62
S4 91.51 93.68 100.70
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.66 114.43 104.12
R3 111.08 108.85 102.58
R2 105.50 105.50 102.07
R1 103.27 103.27 101.56 104.39
PP 99.92 99.92 99.92 100.47
S1 97.69 97.69 100.54 98.81
S2 94.34 94.34 100.03
S3 88.76 92.11 99.52
S4 83.18 86.53 97.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.75 97.46 5.29 5.2% 3.10 3.0% 96% True False 12,938
10 102.75 96.56 6.19 6.0% 3.21 3.1% 97% True False 13,305
20 115.58 96.56 19.02 18.5% 3.87 3.8% 31% False False 13,191
40 115.58 96.56 19.02 18.5% 2.93 2.9% 31% False False 11,305
60 115.58 96.56 19.02 18.5% 2.68 2.6% 31% False False 10,268
80 115.58 95.00 20.58 20.1% 2.50 2.4% 37% False False 10,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.64
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.99
2.618 111.52
1.618 108.17
1.000 106.10
0.618 104.82
HIGH 102.75
0.618 101.47
0.500 101.08
0.382 100.68
LOW 99.40
0.618 97.33
1.000 96.05
1.618 93.98
2.618 90.63
4.250 85.16
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 102.05 101.73
PP 101.56 100.92
S1 101.08 100.11

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

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