NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 94.20 96.03 1.83 1.9% 93.79
High 96.87 96.80 -0.07 -0.1% 96.65
Low 93.80 95.01 1.21 1.3% 90.80
Close 95.84 96.50 0.66 0.7% 92.23
Range 3.07 1.79 -1.28 -41.7% 5.85
ATR 2.90 2.82 -0.08 -2.7% 0.00
Volume 40,292 38,446 -1,846 -4.6% 165,864
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.47 100.78 97.48
R3 99.68 98.99 96.99
R2 97.89 97.89 96.83
R1 97.20 97.20 96.66 97.55
PP 96.10 96.10 96.10 96.28
S1 95.41 95.41 96.34 95.76
S2 94.31 94.31 96.17
S3 92.52 93.62 96.01
S4 90.73 91.83 95.52
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 96.87 90.73 6.14 6.4% 2.27 2.4% 94% False False 46,255
10 96.87 90.73 6.14 6.4% 2.62 2.7% 94% False False 35,487
20 103.76 90.73 13.03 13.5% 2.68 2.8% 44% False False 33,178
40 109.94 90.73 19.21 19.9% 3.28 3.4% 30% False False 24,119
60 115.58 90.73 24.85 25.8% 2.95 3.1% 23% False False 19,328
80 115.58 90.73 24.85 25.8% 2.72 2.8% 23% False False 16,466
100 115.58 90.73 24.85 25.8% 2.60 2.7% 23% False False 15,240
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.41
2.618 101.49
1.618 99.70
1.000 98.59
0.618 97.91
HIGH 96.80
0.618 96.12
0.500 95.91
0.382 95.69
LOW 95.01
0.618 93.90
1.000 93.22
1.618 92.11
2.618 90.32
4.250 87.40
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 96.30 95.74
PP 96.10 94.97
S1 95.91 94.21

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

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