NYMEX Light Sweet Crude Oil Future October 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 102.49 101.91 -0.58 -0.6% 100.54
High 103.09 102.58 -0.51 -0.5% 103.09
Low 101.07 101.45 0.38 0.4% 97.46
Close 101.70 102.00 0.30 0.3% 102.00
Range 2.02 1.13 -0.89 -44.1% 5.63
ATR 3.36 3.20 -0.16 -4.7% 0.00
Volume 12,502 29,775 17,273 138.2% 83,597
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 105.40 104.83 102.62
R3 104.27 103.70 102.31
R2 103.14 103.14 102.21
R1 102.57 102.57 102.10 102.86
PP 102.01 102.01 102.01 102.15
S1 101.44 101.44 101.90 101.73
S2 100.88 100.88 101.79
S3 99.75 100.31 101.69
S4 98.62 99.18 101.38
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.74 115.50 105.10
R3 112.11 109.87 103.55
R2 106.48 106.48 103.03
R1 104.24 104.24 102.52 105.36
PP 100.85 100.85 100.85 101.41
S1 98.61 98.61 101.48 99.73
S2 95.22 95.22 100.97
S3 89.59 92.98 100.45
S4 83.96 87.35 98.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.09 97.46 5.63 5.5% 2.58 2.5% 81% False False 16,719
10 103.09 96.56 6.53 6.4% 2.68 2.6% 83% False False 14,110
20 115.58 96.56 19.02 18.6% 3.84 3.8% 29% False False 14,153
40 115.58 96.56 19.02 18.6% 2.94 2.9% 29% False False 11,916
60 115.58 96.56 19.02 18.6% 2.69 2.6% 29% False False 10,640
80 115.58 95.00 20.58 20.2% 2.51 2.5% 34% False False 10,594
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 107.38
2.618 105.54
1.618 104.41
1.000 103.71
0.618 103.28
HIGH 102.58
0.618 102.15
0.500 102.02
0.382 101.88
LOW 101.45
0.618 100.75
1.000 100.32
1.618 99.62
2.618 98.49
4.250 96.65
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 102.02 101.75
PP 102.01 101.50
S1 102.01 101.25

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

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