NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 08-Aug-2011
Day Change Summary
Previous Current
05-Aug-2011 08-Aug-2011 Change Change % Previous Week
Open 86.50 85.71 -0.79 -0.9% 96.20
High 88.32 85.73 -2.59 -2.9% 98.60
Low 82.87 80.17 -2.70 -3.3% 82.87
Close 86.88 81.31 -5.57 -6.4% 86.88
Range 5.45 5.56 0.11 2.0% 15.73
ATR 3.20 3.46 0.25 7.8% 0.00
Volume 395,141 478,606 83,465 21.1% 1,932,583
Daily Pivots for day following 08-Aug-2011
Classic Woodie Camarilla DeMark
R4 99.08 95.76 84.37
R3 93.52 90.20 82.84
R2 87.96 87.96 82.33
R1 84.64 84.64 81.82 83.52
PP 82.40 82.40 82.40 81.85
S1 79.08 79.08 80.80 77.96
S2 76.84 76.84 80.29
S3 71.28 73.52 79.78
S4 65.72 67.96 78.25
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.64 127.49 95.53
R3 120.91 111.76 91.21
R2 105.18 105.18 89.76
R1 96.03 96.03 88.32 92.74
PP 89.45 89.45 89.45 87.81
S1 80.30 80.30 85.44 77.01
S2 73.72 73.72 84.00
S3 57.99 64.57 82.55
S4 42.26 48.84 78.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.68 80.17 15.51 19.1% 4.54 5.6% 7% False True 405,945
10 100.62 80.17 20.45 25.2% 3.70 4.6% 6% False True 350,029
20 100.62 80.17 20.45 25.2% 3.23 4.0% 6% False True 274,122
40 100.79 80.17 20.62 25.4% 3.00 3.7% 6% False True 175,582
60 104.31 80.17 24.14 29.7% 2.95 3.6% 5% False True 133,333
80 115.63 80.17 35.46 43.6% 3.15 3.9% 3% False True 107,247
100 115.63 80.17 35.46 43.6% 2.93 3.6% 3% False True 88,902
120 115.63 80.17 35.46 43.6% 2.90 3.6% 3% False True 77,485
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.88
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.36
2.618 100.29
1.618 94.73
1.000 91.29
0.618 89.17
HIGH 85.73
0.618 83.61
0.500 82.95
0.382 82.29
LOW 80.17
0.618 76.73
1.000 74.61
1.618 71.17
2.618 65.61
4.250 56.54
Fisher Pivots for day following 08-Aug-2011
Pivot 1 day 3 day
R1 82.95 86.38
PP 82.40 84.69
S1 81.86 83.00

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

View Archives - Comment on this page... - Back to Index of Symbols