NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 102.47 100.50 -1.97 -1.9% 101.36
High 102.47 101.67 -0.80 -0.8% 104.85
Low 100.55 99.76 -0.79 -0.8% 100.30
Close 100.96 101.15 0.19 0.2% 102.18
Range 1.92 1.91 -0.01 -0.5% 4.55
ATR 2.90 2.83 -0.07 -2.4% 0.00
Volume 10,905 8,855 -2,050 -18.8% 38,335
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 106.59 105.78 102.20
R3 104.68 103.87 101.68
R2 102.77 102.77 101.50
R1 101.96 101.96 101.33 102.37
PP 100.86 100.86 100.86 101.06
S1 100.05 100.05 100.97 100.46
S2 98.95 98.95 100.80
S3 97.04 98.14 100.62
S4 95.13 96.23 100.10
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 99.76 5.09 5.0% 2.31 2.3% 27% False True 9,866
10 104.85 99.24 5.61 5.5% 2.28 2.3% 34% False False 10,370
20 105.74 96.83 8.91 8.8% 2.89 2.9% 48% False False 10,508
40 115.57 96.04 19.53 19.3% 2.94 2.9% 26% False False 9,118
60 115.57 96.04 19.53 19.3% 2.55 2.5% 26% False False 8,472
80 115.57 95.74 19.83 19.6% 2.46 2.4% 27% False False 8,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.79
2.618 106.67
1.618 104.76
1.000 103.58
0.618 102.85
HIGH 101.67
0.618 100.94
0.500 100.72
0.382 100.49
LOW 99.76
0.618 98.58
1.000 97.85
1.618 96.67
2.618 94.76
4.250 91.64
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 101.01 101.19
PP 100.86 101.18
S1 100.72 101.16

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

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