NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 101.27 100.67 -0.60 -0.6% 101.04
High 102.21 101.73 -0.48 -0.5% 102.32
Low 99.98 97.77 -2.21 -2.2% 96.93
Close 100.28 101.36 1.08 1.1% 101.36
Range 2.23 3.96 1.73 77.6% 5.39
ATR 3.65 3.67 0.02 0.6% 0.00
Volume 54,981 35,240 -19,741 -35.9% 222,403
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 112.17 110.72 103.54
R3 108.21 106.76 102.45
R2 104.25 104.25 102.09
R1 102.80 102.80 101.72 103.53
PP 100.29 100.29 100.29 100.65
S1 98.84 98.84 101.00 99.57
S2 96.33 96.33 100.63
S3 92.37 94.88 100.27
S4 88.41 90.92 99.18
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 116.37 114.26 104.32
R3 110.98 108.87 102.84
R2 105.59 105.59 102.35
R1 103.48 103.48 101.85 104.54
PP 100.20 100.20 100.20 100.73
S1 98.09 98.09 100.87 99.15
S2 94.81 94.81 100.37
S3 89.42 92.70 99.88
S4 84.03 87.31 98.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.32 96.93 5.39 5.3% 2.94 2.9% 82% False False 44,480
10 106.14 96.86 9.28 9.2% 4.01 4.0% 48% False False 55,476
20 115.50 95.79 19.71 19.4% 3.92 3.9% 28% False False 48,373
40 115.50 95.79 19.71 19.4% 3.07 3.0% 28% False False 44,982
60 115.50 95.79 19.71 19.4% 2.97 2.9% 28% False False 47,896
80 115.50 94.71 20.79 20.5% 2.79 2.7% 32% False False 51,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.11
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 118.56
2.618 112.10
1.618 108.14
1.000 105.69
0.618 104.18
HIGH 101.73
0.618 100.22
0.500 99.75
0.382 99.28
LOW 97.77
0.618 95.32
1.000 93.81
1.618 91.36
2.618 87.40
4.250 80.94
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 100.82 100.92
PP 100.29 100.48
S1 99.75 100.05

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

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