NYMEX Light Sweet Crude Oil Future December 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 95.11 97.21 2.10 2.2% 94.75
High 97.78 97.70 -0.08 -0.1% 97.41
Low 94.72 95.98 1.26 1.3% 91.77
Close 96.81 97.53 0.72 0.7% 93.29
Range 3.06 1.72 -1.34 -43.8% 5.64
ATR 2.90 2.81 -0.08 -2.9% 0.00
Volume 61,515 50,129 -11,386 -18.5% 307,842
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 102.23 101.60 98.48
R3 100.51 99.88 98.00
R2 98.79 98.79 97.85
R1 98.16 98.16 97.69 98.48
PP 97.07 97.07 97.07 97.23
S1 96.44 96.44 97.37 96.76
S2 95.35 95.35 97.21
S3 93.63 94.72 97.06
S4 91.91 93.00 96.58
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 111.08 107.82 96.39
R3 105.44 102.18 94.84
R2 99.80 99.80 94.32
R1 96.54 96.54 93.81 95.35
PP 94.16 94.16 94.16 93.56
S1 90.90 90.90 92.77 89.71
S2 88.52 88.52 92.26
S3 82.88 85.26 91.74
S4 77.24 79.62 90.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.78 91.82 5.96 6.1% 2.25 2.3% 96% False False 72,848
10 97.78 91.77 6.01 6.2% 2.60 2.7% 96% False False 60,266
20 104.20 91.77 12.43 12.7% 2.67 2.7% 46% False False 61,290
40 110.42 91.77 18.65 19.1% 3.34 3.4% 31% False False 57,308
60 115.50 91.77 23.73 24.3% 3.09 3.2% 24% False False 51,770
80 115.50 91.77 23.73 24.3% 2.92 3.0% 24% False False 49,158
100 115.50 91.77 23.73 24.3% 2.83 2.9% 24% False False 52,189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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
4.250 105.01
2.618 102.20
1.618 100.48
1.000 99.42
0.618 98.76
HIGH 97.70
0.618 97.04
0.500 96.84
0.382 96.64
LOW 95.98
0.618 94.92
1.000 94.26
1.618 93.20
2.618 91.48
4.250 88.67
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 97.30 96.74
PP 97.07 95.96
S1 96.84 95.17

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

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