NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 98.16 100.69 2.53 2.6% 102.10
High 100.77 101.12 0.35 0.3% 103.76
Low 97.99 95.36 -2.63 -2.7% 99.38
Close 100.71 96.11 -4.60 -4.6% 100.88
Range 2.78 5.76 2.98 107.2% 4.38
ATR 2.92 3.12 0.20 7.0% 0.00
Volume 28,982 27,809 -1,173 -4.0% 147,340
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.81 111.22 99.28
R3 109.05 105.46 97.69
R2 103.29 103.29 97.17
R1 99.70 99.70 96.64 98.62
PP 97.53 97.53 97.53 96.99
S1 93.94 93.94 95.58 92.86
S2 91.77 91.77 95.05
S3 86.01 88.18 94.53
S4 80.25 82.42 92.94
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 114.48 112.06 103.29
R3 110.10 107.68 102.08
R2 105.72 105.72 101.68
R1 103.30 103.30 101.28 102.32
PP 101.34 101.34 101.34 100.85
S1 98.92 98.92 100.48 97.94
S2 96.96 96.96 100.08
S3 92.58 94.54 99.68
S4 88.20 90.16 98.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.76 95.36 8.40 8.7% 3.29 3.4% 9% False True 33,756
10 103.76 95.36 8.40 8.7% 2.85 3.0% 9% False True 28,821
20 104.65 95.36 9.29 9.7% 2.85 3.0% 8% False True 21,958
40 115.58 95.36 20.22 21.0% 3.19 3.3% 4% False True 16,938
60 115.58 95.36 20.22 21.0% 2.75 2.9% 4% False True 14,307
80 115.58 95.36 20.22 21.0% 2.75 2.9% 4% False True 13,155
100 115.58 92.69 22.89 23.8% 2.48 2.6% 15% False False 12,400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 125.60
2.618 116.20
1.618 110.44
1.000 106.88
0.618 104.68
HIGH 101.12
0.618 98.92
0.500 98.24
0.382 97.56
LOW 95.36
0.618 91.80
1.000 89.60
1.618 86.04
2.618 80.28
4.250 70.88
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 98.24 98.24
PP 97.53 97.53
S1 96.82 96.82

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

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