NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 102.00 103.00 1.00 1.0% 102.50
High 103.80 104.20 0.40 0.4% 105.14
Low 100.40 102.74 2.34 2.3% 100.45
Close 102.91 103.85 0.94 0.9% 102.54
Range 3.40 1.46 -1.94 -57.1% 4.69
ATR 3.03 2.92 -0.11 -3.7% 0.00
Volume 62,291 79,491 17,200 27.6% 199,616
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 107.98 107.37 104.65
R3 106.52 105.91 104.25
R2 105.06 105.06 104.12
R1 104.45 104.45 103.98 104.76
PP 103.60 103.60 103.60 103.75
S1 102.99 102.99 103.72 103.30
S2 102.14 102.14 103.58
S3 100.68 101.53 103.45
S4 99.22 100.07 103.05
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 116.78 114.35 105.12
R3 112.09 109.66 103.83
R2 107.40 107.40 103.40
R1 104.97 104.97 102.97 106.19
PP 102.71 102.71 102.71 103.32
S1 100.28 100.28 102.11 101.50
S2 98.02 98.02 101.68
S3 93.33 95.59 101.25
S4 88.64 90.90 99.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.20 100.15 4.05 3.9% 2.25 2.2% 91% True False 59,116
10 105.14 100.15 4.99 4.8% 2.32 2.2% 74% False False 55,145
20 105.14 96.86 8.28 8.0% 2.79 2.7% 84% False False 51,695
40 115.50 95.79 19.71 19.0% 3.21 3.1% 41% False False 49,201
60 115.50 95.79 19.71 19.0% 2.91 2.8% 41% False False 45,804
80 115.50 95.75 19.75 19.0% 2.91 2.8% 41% False False 50,684
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 0.60
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 110.41
2.618 108.02
1.618 106.56
1.000 105.66
0.618 105.10
HIGH 104.20
0.618 103.64
0.500 103.47
0.382 103.30
LOW 102.74
0.618 101.84
1.000 101.28
1.618 100.38
2.618 98.92
4.250 96.54
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 103.72 103.29
PP 103.60 102.73
S1 103.47 102.18

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

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