NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 94.65 96.36 1.71 1.8% 93.25
High 97.22 97.30 0.08 0.1% 97.05
Low 94.35 95.56 1.21 1.3% 91.49
Close 96.36 97.04 0.68 0.7% 92.78
Range 2.87 1.74 -1.13 -39.4% 5.56
ATR 2.79 2.71 -0.07 -2.7% 0.00
Volume 27,152 21,787 -5,365 -19.8% 102,907
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 101.85 101.19 98.00
R3 100.11 99.45 97.52
R2 98.37 98.37 97.36
R1 97.71 97.71 97.20 98.04
PP 96.63 96.63 96.63 96.80
S1 95.97 95.97 96.88 96.30
S2 94.89 94.89 96.72
S3 93.15 94.23 96.56
S4 91.41 92.49 96.08
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 97.30 91.35 5.95 6.1% 2.20 2.3% 96% True False 29,786
10 97.30 91.35 5.95 6.1% 2.50 2.6% 96% True False 22,555
20 104.00 91.35 12.65 13.0% 2.57 2.6% 45% False False 20,657
40 109.93 91.35 18.58 19.1% 3.14 3.2% 31% False False 15,616
60 115.57 91.35 24.22 25.0% 2.80 2.9% 23% False False 12,792
80 115.57 91.35 24.22 25.0% 2.57 2.6% 23% False False 11,454
100 115.57 91.35 24.22 25.0% 2.46 2.5% 23% False False 11,032
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.70
2.618 101.86
1.618 100.12
1.000 99.04
0.618 98.38
HIGH 97.30
0.618 96.64
0.500 96.43
0.382 96.22
LOW 95.56
0.618 94.48
1.000 93.82
1.618 92.74
2.618 91.00
4.250 88.17
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 96.84 96.25
PP 96.63 95.47
S1 96.43 94.68

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

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