NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 89.99 91.52 1.53 1.7% 85.22
High 91.22 91.59 0.37 0.4% 89.47
Low 89.62 90.43 0.81 0.9% 85.22
Close 91.16 90.78 -0.38 -0.4% 88.14
Range 1.60 1.16 -0.44 -27.5% 4.25
ATR 2.46 2.36 -0.09 -3.8% 0.00
Volume 3,216 5,719 2,503 77.8% 24,022
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.41 93.76 91.42
R3 93.25 92.60 91.10
R2 92.09 92.09 90.99
R1 91.44 91.44 90.89 91.19
PP 90.93 90.93 90.93 90.81
S1 90.28 90.28 90.67 90.03
S2 89.77 89.77 90.57
S3 88.61 89.12 90.46
S4 87.45 87.96 90.14
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.36 98.50 90.48
R3 96.11 94.25 89.31
R2 91.86 91.86 88.92
R1 90.00 90.00 88.53 90.93
PP 87.61 87.61 87.61 88.08
S1 85.75 85.75 87.75 86.68
S2 83.36 83.36 87.36
S3 79.11 81.50 86.97
S4 74.86 77.25 85.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.59 86.30 5.29 5.8% 1.60 1.8% 85% True False 4,096
10 91.59 82.84 8.75 9.6% 2.10 2.3% 91% True False 4,957
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 False
Bull Hook True
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.52
2.618 94.63
1.618 93.47
1.000 92.75
0.618 92.31
HIGH 91.59
0.618 91.15
0.500 91.01
0.382 90.87
LOW 90.43
0.618 89.71
1.000 89.27
1.618 88.55
2.618 87.39
4.250 85.50
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 91.01 90.68
PP 90.93 90.58
S1 90.86 90.49

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

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