NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 92.75 94.65 1.90 2.0% 93.25
High 94.59 97.22 2.63 2.8% 97.05
Low 92.06 94.35 2.29 2.5% 91.49
Close 94.57 96.36 1.79 1.9% 92.78
Range 2.53 2.87 0.34 13.4% 5.56
ATR 2.78 2.79 0.01 0.2% 0.00
Volume 20,158 27,152 6,994 34.7% 102,907
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 104.59 103.34 97.94
R3 101.72 100.47 97.15
R2 98.85 98.85 96.89
R1 97.60 97.60 96.62 98.23
PP 95.98 95.98 95.98 96.29
S1 94.73 94.73 96.10 95.36
S2 93.11 93.11 95.83
S3 90.24 91.86 95.57
S4 87.37 88.99 94.78
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 110.45 107.18 95.84
R3 104.89 101.62 94.31
R2 99.33 99.33 93.80
R1 96.06 96.06 93.29 94.92
PP 93.77 93.77 93.77 93.20
S1 90.50 90.50 92.27 89.36
S2 88.21 88.21 91.76
S3 82.65 84.94 91.25
S4 77.09 79.38 89.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.22 91.35 5.87 6.1% 2.68 2.8% 85% True False 29,211
10 97.36 91.35 6.01 6.2% 2.45 2.5% 83% False False 22,337
20 104.00 91.35 12.65 13.1% 2.59 2.7% 40% False False 20,049
40 112.05 91.35 20.70 21.5% 3.16 3.3% 24% False False 15,190
60 115.57 91.35 24.22 25.1% 2.79 2.9% 21% False False 12,505
80 115.57 91.35 24.22 25.1% 2.57 2.7% 21% False False 11,301
100 115.57 91.35 24.22 25.1% 2.45 2.5% 21% False False 10,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.42
2.618 104.73
1.618 101.86
1.000 100.09
0.618 98.99
HIGH 97.22
0.618 96.12
0.500 95.79
0.382 95.45
LOW 94.35
0.618 92.58
1.000 91.48
1.618 89.71
2.618 86.84
4.250 82.15
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 96.17 95.67
PP 95.98 94.98
S1 95.79 94.29

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

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