NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 93.25 95.13 1.88 2.0% 101.06
High 95.01 96.18 1.17 1.2% 101.49
Low 92.79 94.09 1.30 1.4% 93.59
Close 94.85 95.33 0.48 0.5% 94.63
Range 2.22 2.09 -0.13 -5.9% 7.90
ATR 2.84 2.79 -0.05 -1.9% 0.00
Volume 18,545 10,568 -7,977 -43.0% 93,966
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.47 100.49 96.48
R3 99.38 98.40 95.90
R2 97.29 97.29 95.71
R1 96.31 96.31 95.52 96.80
PP 95.20 95.20 95.20 95.45
S1 94.22 94.22 95.14 94.71
S2 93.11 93.11 94.95
S3 91.02 92.13 94.76
S4 88.93 90.04 94.18
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 120.27 115.35 98.98
R3 112.37 107.45 96.80
R2 104.47 104.47 96.08
R1 99.55 99.55 95.35 98.06
PP 96.57 96.57 96.57 95.83
S1 91.65 91.65 93.91 90.16
S2 88.67 88.67 93.18
S3 80.77 83.75 92.46
S4 72.87 75.85 90.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.49 92.79 8.70 9.1% 2.84 3.0% 29% False False 15,827
10 104.00 92.79 11.21 11.8% 2.77 2.9% 23% False False 20,142
20 104.85 92.79 12.06 12.7% 2.52 2.6% 21% False False 15,256
40 115.57 92.79 22.78 23.9% 3.08 3.2% 11% False False 12,156
60 115.57 92.79 22.78 23.9% 2.65 2.8% 11% False False 10,716
80 115.57 92.79 22.78 23.9% 2.51 2.6% 11% False False 10,056
100 115.57 92.79 22.78 23.9% 2.38 2.5% 11% False False 9,903
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 0.56
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.06
2.618 101.65
1.618 99.56
1.000 98.27
0.618 97.47
HIGH 96.18
0.618 95.38
0.500 95.14
0.382 94.89
LOW 94.09
0.618 92.80
1.000 92.00
1.618 90.71
2.618 88.62
4.250 85.21
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 95.27 95.13
PP 95.20 94.93
S1 95.14 94.73

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

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