NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 85.71 81.10 -4.61 -5.4% 96.20
High 85.73 83.05 -2.68 -3.1% 98.60
Low 80.17 75.71 -4.46 -5.6% 82.87
Close 81.31 79.30 -2.01 -2.5% 86.88
Range 5.56 7.34 1.78 32.0% 15.73
ATR 3.46 3.73 0.28 8.0% 0.00
Volume 478,606 561,597 82,991 17.3% 1,932,583
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 101.37 97.68 83.34
R3 94.03 90.34 81.32
R2 86.69 86.69 80.65
R1 83.00 83.00 79.97 81.18
PP 79.35 79.35 79.35 78.44
S1 75.66 75.66 78.63 73.84
S2 72.01 72.01 77.95
S3 64.67 68.32 77.28
S4 57.33 60.98 75.26
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 93.75 75.71 18.04 22.7% 5.49 6.9% 20% False True 455,636
10 99.50 75.71 23.79 30.0% 4.15 5.2% 15% False True 374,345
20 100.62 75.71 24.91 31.4% 3.40 4.3% 14% False True 296,930
40 100.79 75.71 25.08 31.6% 3.11 3.9% 14% False True 187,736
60 104.31 75.71 28.60 36.1% 3.01 3.8% 13% False True 142,188
80 115.63 75.71 39.92 50.3% 3.21 4.0% 9% False True 113,875
100 115.63 75.71 39.92 50.3% 2.96 3.7% 9% False True 94,371
120 115.63 75.71 39.92 50.3% 2.95 3.7% 9% False True 82,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.94
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 114.25
2.618 102.27
1.618 94.93
1.000 90.39
0.618 87.59
HIGH 83.05
0.618 80.25
0.500 79.38
0.382 78.51
LOW 75.71
0.618 71.17
1.000 68.37
1.618 63.83
2.618 56.49
4.250 44.52
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 79.38 82.02
PP 79.35 81.11
S1 79.33 80.21

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

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