NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 100.48 100.09 -0.39 -0.4% 99.96
High 101.38 100.20 -1.18 -1.2% 102.21
Low 97.69 97.63 -0.06 -0.1% 96.83
Close 101.22 99.07 -2.15 -2.1% 101.22
Range 3.69 2.57 -1.12 -30.4% 5.38
ATR 3.43 3.44 0.01 0.3% 0.00
Volume 6,563 9,788 3,225 49.1% 41,772
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 106.68 105.44 100.48
R3 104.11 102.87 99.78
R2 101.54 101.54 99.54
R1 100.30 100.30 99.31 99.64
PP 98.97 98.97 98.97 98.63
S1 97.73 97.73 98.83 97.07
S2 96.40 96.40 98.60
S3 93.83 95.16 98.36
S4 91.26 92.59 97.66
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.23 114.10 104.18
R3 110.85 108.72 102.70
R2 105.47 105.47 102.21
R1 103.34 103.34 101.71 104.41
PP 100.09 100.09 100.09 100.62
S1 97.96 97.96 100.73 99.03
S2 94.71 94.71 100.23
S3 89.33 92.58 99.74
S4 83.95 87.20 98.26
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% 2.73 2.8% 42% False False 8,985
10 105.74 96.83 8.91 9.0% 3.50 3.5% 25% False False 10,647
20 115.57 96.04 19.53 19.7% 3.63 3.7% 16% False False 9,057
40 115.57 96.04 19.53 19.7% 2.72 2.7% 16% False False 8,446
60 115.57 96.04 19.53 19.7% 2.51 2.5% 16% False False 8,323
80 115.57 94.96 20.61 20.8% 2.34 2.4% 20% False False 8,564
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.70
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.12
2.618 106.93
1.618 104.36
1.000 102.77
0.618 101.79
HIGH 100.20
0.618 99.22
0.500 98.92
0.382 98.61
LOW 97.63
0.618 96.04
1.000 95.06
1.618 93.47
2.618 90.90
4.250 86.71
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 99.02 99.78
PP 98.97 99.54
S1 98.92 99.31

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

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