NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 16-Aug-2011
Day Change Summary
Previous Current
15-Aug-2011 16-Aug-2011 Change Change % Previous Week
Open 85.59 87.68 2.09 2.4% 85.71
High 88.05 87.93 -0.12 -0.1% 87.37
Low 84.40 85.62 1.22 1.4% 75.71
Close 87.88 86.65 -1.23 -1.4% 85.38
Range 3.65 2.31 -1.34 -36.7% 11.66
ATR 3.78 3.68 -0.11 -2.8% 0.00
Volume 260,272 344,609 84,337 32.4% 2,290,331
Daily Pivots for day following 16-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.66 92.47 87.92
R3 91.35 90.16 87.29
R2 89.04 89.04 87.07
R1 87.85 87.85 86.86 87.29
PP 86.73 86.73 86.73 86.46
S1 85.54 85.54 86.44 84.98
S2 84.42 84.42 86.23
S3 82.11 83.23 86.01
S4 79.80 80.92 85.38
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.80 113.25 91.79
R3 106.14 101.59 88.59
R2 94.48 94.48 87.52
R1 89.93 89.93 86.45 86.38
PP 82.82 82.82 82.82 81.04
S1 78.27 78.27 84.31 74.72
S2 71.16 71.16 83.24
S3 59.50 66.61 82.17
S4 47.84 54.95 78.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.05 79.53 8.52 9.8% 3.57 4.1% 84% False False 371,001
10 93.75 75.71 18.04 20.8% 4.53 5.2% 61% False False 413,319
20 100.62 75.71 24.91 28.7% 3.54 4.1% 44% False False 343,784
40 100.62 75.71 24.91 28.7% 3.15 3.6% 44% False False 226,280
60 104.31 75.71 28.60 33.0% 3.06 3.5% 38% False False 170,504
80 115.63 75.71 39.92 46.1% 3.27 3.8% 27% False False 135,690
100 115.63 75.71 39.92 46.1% 3.04 3.5% 27% False False 112,321
120 115.63 75.71 39.92 46.1% 2.95 3.4% 27% False False 96,575
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.02
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 97.75
2.618 93.98
1.618 91.67
1.000 90.24
0.618 89.36
HIGH 87.93
0.618 87.05
0.500 86.78
0.382 86.50
LOW 85.62
0.618 84.19
1.000 83.31
1.618 81.88
2.618 79.57
4.250 75.80
Fisher Pivots for day following 16-Aug-2011
Pivot 1 day 3 day
R1 86.78 86.45
PP 86.73 86.24
S1 86.69 86.04

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

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