NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 100.80 102.93 2.13 2.1% 101.04
High 103.14 103.50 0.36 0.3% 102.32
Low 99.87 101.62 1.75 1.8% 96.93
Close 102.94 102.24 -0.70 -0.7% 101.36
Range 3.27 1.88 -1.39 -42.5% 5.39
ATR 3.59 3.47 -0.12 -3.4% 0.00
Volume 41,234 54,197 12,963 31.4% 222,403
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 108.09 107.05 103.27
R3 106.21 105.17 102.76
R2 104.33 104.33 102.58
R1 103.29 103.29 102.41 102.87
PP 102.45 102.45 102.45 102.25
S1 101.41 101.41 102.07 100.99
S2 100.57 100.57 101.90
S3 98.69 99.53 101.72
S4 96.81 97.65 101.21
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
5 103.50 97.77 5.73 5.6% 3.08 3.0% 78% True False 41,608
10 103.50 96.93 6.57 6.4% 2.95 2.9% 81% True False 45,753
20 115.50 95.79 19.71 19.3% 4.06 4.0% 33% False False 49,854
40 115.50 95.79 19.71 19.3% 3.20 3.1% 33% False False 45,896
60 115.50 95.79 19.71 19.3% 2.98 2.9% 33% False False 46,221
80 115.50 95.75 19.75 19.3% 2.82 2.8% 33% False False 49,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.73
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 111.49
2.618 108.42
1.618 106.54
1.000 105.38
0.618 104.66
HIGH 103.50
0.618 102.78
0.500 102.56
0.382 102.34
LOW 101.62
0.618 100.46
1.000 99.74
1.618 98.58
2.618 96.70
4.250 93.63
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 102.56 101.87
PP 102.45 101.50
S1 102.35 101.14

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

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