NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 101.26 102.62 1.36 1.3% 101.36
High 102.62 102.62 0.00 0.0% 104.85
Low 100.44 100.30 -0.14 -0.1% 100.30
Close 102.34 102.18 -0.16 -0.2% 102.18
Range 2.18 2.32 0.14 6.4% 4.55
ATR 3.03 2.98 -0.05 -1.7% 0.00
Volume 9,632 11,983 2,351 24.4% 38,335
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.66 107.74 103.46
R3 106.34 105.42 102.82
R2 104.02 104.02 102.61
R1 103.10 103.10 102.39 102.40
PP 101.70 101.70 101.70 101.35
S1 100.78 100.78 101.97 100.08
S2 99.38 99.38 101.75
S3 97.06 98.46 101.54
S4 94.74 96.14 100.90
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.09 113.69 104.68
R3 111.54 109.14 103.43
R2 106.99 106.99 103.01
R1 104.59 104.59 102.60 105.79
PP 102.44 102.44 102.44 103.05
S1 100.04 100.04 101.76 101.24
S2 97.89 97.89 101.35
S3 93.34 95.49 100.93
S4 88.79 90.94 99.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.85 100.30 4.55 4.5% 2.44 2.4% 41% False True 11,442
10 104.85 97.63 7.22 7.1% 2.52 2.5% 63% False False 10,029
20 105.74 96.04 9.70 9.5% 3.31 3.2% 63% False False 10,700
40 115.57 96.04 19.53 19.1% 2.95 2.9% 31% False False 9,005
60 115.57 96.04 19.53 19.1% 2.59 2.5% 31% False False 8,436
80 115.57 95.74 19.83 19.4% 2.43 2.4% 32% False False 8,722
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.48
2.618 108.69
1.618 106.37
1.000 104.94
0.618 104.05
HIGH 102.62
0.618 101.73
0.500 101.46
0.382 101.19
LOW 100.30
0.618 98.87
1.000 97.98
1.618 96.55
2.618 94.23
4.250 90.44
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 101.94 102.58
PP 101.70 102.44
S1 101.46 102.31

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

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