NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 98.04 98.00 -0.04 0.0% 91.90
High 98.68 100.27 1.59 1.6% 96.87
Low 96.99 97.88 0.89 0.9% 90.73
Close 97.57 99.59 2.02 2.1% 96.06
Range 1.69 2.39 0.70 41.4% 6.14
ATR 2.70 2.70 0.00 0.0% 0.00
Volume 35,380 33,666 -1,714 -4.8% 198,547
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.42 105.39 100.90
R3 104.03 103.00 100.25
R2 101.64 101.64 100.03
R1 100.61 100.61 99.81 101.13
PP 99.25 99.25 99.25 99.50
S1 98.22 98.22 99.37 98.74
S2 96.86 96.86 99.15
S3 94.47 95.83 98.93
S4 92.08 93.44 98.28
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.97 110.66 99.44
R3 106.83 104.52 97.75
R2 100.69 100.69 97.19
R1 98.38 98.38 96.62 99.54
PP 94.55 94.55 94.55 95.13
S1 92.24 92.24 95.50 93.40
S2 88.41 88.41 94.93
S3 82.27 86.10 94.37
S4 76.13 79.96 92.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.27 94.59 5.68 5.7% 2.15 2.2% 88% True False 35,972
10 100.27 90.73 9.54 9.6% 2.48 2.5% 93% True False 40,584
20 103.76 90.73 13.03 13.1% 2.65 2.7% 68% False False 35,037
40 105.81 90.73 15.08 15.1% 2.85 2.9% 59% False False 26,040
60 115.58 90.73 24.85 25.0% 2.97 3.0% 36% False False 21,084
80 115.58 90.73 24.85 25.0% 2.71 2.7% 36% False False 17,785
100 115.58 90.73 24.85 25.0% 2.64 2.6% 36% False False 16,268
120 115.58 90.73 24.85 25.0% 2.42 2.4% 36% False False 14,939
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.43
2.618 106.53
1.618 104.14
1.000 102.66
0.618 101.75
HIGH 100.27
0.618 99.36
0.500 99.08
0.382 98.79
LOW 97.88
0.618 96.40
1.000 95.49
1.618 94.01
2.618 91.62
4.250 87.72
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 99.42 99.02
PP 99.25 98.45
S1 99.08 97.88

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

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