NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 99.75 101.10 1.35 1.4% 100.19
High 102.21 101.92 -0.29 -0.3% 105.74
Low 99.25 99.95 0.70 0.7% 96.88
Close 101.44 100.12 -1.32 -1.3% 101.14
Range 2.96 1.97 -0.99 -33.4% 8.86
ATR 3.52 3.40 -0.11 -3.1% 0.00
Volume 8,121 10,612 2,491 30.7% 66,521
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 106.57 105.32 101.20
R3 104.60 103.35 100.66
R2 102.63 102.63 100.48
R1 101.38 101.38 100.30 101.02
PP 100.66 100.66 100.66 100.49
S1 99.41 99.41 99.94 99.05
S2 98.69 98.69 99.76
S3 96.72 97.44 99.58
S4 94.75 95.47 99.04
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 127.83 123.35 106.01
R3 118.97 114.49 103.58
R2 110.11 110.11 102.76
R1 105.63 105.63 101.95 107.87
PP 101.25 101.25 101.25 102.38
S1 96.77 96.77 100.33 99.01
S2 92.39 92.39 99.52
S3 83.53 87.91 98.70
S4 74.67 79.05 96.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.21 96.83 5.38 5.4% 2.61 2.6% 61% False False 9,650
10 105.74 96.04 9.70 9.7% 4.09 4.1% 42% False False 11,371
20 115.57 96.04 19.53 19.5% 3.47 3.5% 21% False False 8,846
40 115.57 96.04 19.53 19.5% 2.60 2.6% 21% False False 8,570
60 115.57 96.04 19.53 19.5% 2.53 2.5% 21% False False 8,670
80 115.57 94.18 21.39 21.4% 2.29 2.3% 28% False False 8,470
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.85
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 110.29
2.618 107.08
1.618 105.11
1.000 103.89
0.618 103.14
HIGH 101.92
0.618 101.17
0.500 100.94
0.382 100.70
LOW 99.95
0.618 98.73
1.000 97.98
1.618 96.76
2.618 94.79
4.250 91.58
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 100.94 99.92
PP 100.66 99.72
S1 100.39 99.52

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

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