NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 104.76 101.85 -2.91 -2.8% 99.88
High 104.94 103.12 -1.82 -1.7% 103.50
Low 102.30 101.00 -1.30 -1.3% 98.17
Close 102.46 102.88 0.42 0.4% 102.73
Range 2.64 2.12 -0.52 -19.7% 5.33
ATR 2.88 2.82 -0.05 -1.9% 0.00
Volume 4,465 8,443 3,978 89.1% 35,079
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 108.69 107.91 104.05
R3 106.57 105.79 103.46
R2 104.45 104.45 103.27
R1 103.67 103.67 103.07 104.06
PP 102.33 102.33 102.33 102.53
S1 101.55 101.55 102.69 101.94
S2 100.21 100.21 102.49
S3 98.09 99.43 102.30
S4 95.97 97.31 101.71
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 117.46 115.42 105.66
R3 112.13 110.09 104.20
R2 106.80 106.80 103.71
R1 104.76 104.76 103.22 105.78
PP 101.47 101.47 101.47 101.98
S1 99.43 99.43 102.24 100.45
S2 96.14 96.14 101.75
S3 90.81 94.10 101.26
S4 85.48 88.77 99.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.30 101.00 4.30 4.2% 2.09 2.0% 44% False True 7,273
10 105.30 98.17 7.13 6.9% 2.27 2.2% 66% False False 6,339
20 108.59 96.46 12.13 11.8% 3.35 3.3% 53% False False 5,573
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 True
Bull Hook False
Stretch 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.13
2.618 108.67
1.618 106.55
1.000 105.24
0.618 104.43
HIGH 103.12
0.618 102.31
0.500 102.06
0.382 101.81
LOW 101.00
0.618 99.69
1.000 98.88
1.618 97.57
2.618 95.45
4.250 91.99
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 102.61 103.15
PP 102.33 103.06
S1 102.06 102.97

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

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