NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 28-Jun-2011

Day Change Summary
	Previous	Current
	27-Jun-2011	28-Jun-2011	Change	Change %	Previous Week
Open	91.90	92.15	0.25	0.3%	93.79
High	92.31	94.07	1.76	1.9%	96.65
Low	90.73	91.55	0.82	0.9%	90.80
Close	91.70	94.01	2.31	2.5%	92.23
Range	1.58	2.52	0.94	59.5%	5.85
ATR	2.92	2.89	-0.03	-1.0%	0.00
Volume	49,679	34,056	-15,623	-31.4%	165,864

Daily Pivots for day following 28-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.77	99.91	95.40
R3	98.25	97.39	94.70
R2	95.73	95.73	94.47
R1	94.87	94.87	94.24	95.30
PP	93.21	93.21	93.21	93.43
S1	92.35	92.35	93.78	92.78
S2	90.69	90.69	93.55
S3	88.17	89.83	93.32
S4	85.65	87.31	92.62

Weekly Pivots for week ending 24-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	110.78	107.35	95.45
R3	104.93	101.50	93.84
R2	99.08	99.08	93.30
R1	95.65	95.65	92.77	94.44
PP	93.23	93.23	93.23	92.62
S1	89.80	89.80	91.69	88.59
S2	87.38	87.38	91.16
S3	81.53	83.95	90.62
S4	75.68	78.10	89.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	96.65	90.73	5.92	6.3%	2.69	2.9%	55%	False	False	41,384
10	101.12	90.73	10.39	11.1%	2.84	3.0%	32%	False	False	33,961
20	104.65	90.73	13.92	14.8%	2.72	2.9%	24%	False	False	30,746
40	113.77	90.73	23.04	24.5%	3.28	3.5%	14%	False	False	22,587
60	115.58	90.73	24.85	26.4%	2.90	3.1%	13%	False	False	18,298
80	115.58	90.73	24.85	26.4%	2.72	2.9%	13%	False	False	15,750
100	115.58	90.73	24.85	26.4%	2.58	2.7%	13%	False	False	14,656

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	0.45
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	104.78
2.618	100.67
1.618	98.15
1.000	96.59
0.618	95.63
HIGH	94.07
0.618	93.11
0.500	92.81
0.382	92.51
LOW	91.55
0.618	89.99
1.000	89.03
1.618	87.47
2.618	84.95
4.250	80.84

Fisher Pivots for day following 28-Jun-2011
Pivot	1 day	3 day
R1	93.61	93.47
PP	93.21	92.94
S1	92.81	92.40

Download as Excel Spreadsheet

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

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