NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 99.76 96.90 -2.86 -2.9% 96.15
High 100.05 97.27 -2.78 -2.8% 100.27
Low 96.58 95.16 -1.42 -1.5% 95.48
Close 97.19 96.11 -1.08 -1.1% 97.19
Range 3.47 2.11 -1.36 -39.2% 4.79
ATR 2.75 2.71 -0.05 -1.7% 0.00
Volume 59,982 45,367 -14,615 -24.4% 165,322
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.51 101.42 97.27
R3 100.40 99.31 96.69
R2 98.29 98.29 96.50
R1 97.20 97.20 96.30 96.69
PP 96.18 96.18 96.18 95.93
S1 95.09 95.09 95.92 94.58
S2 94.07 94.07 95.72
S3 91.96 92.98 95.53
S4 89.85 90.87 94.95
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.02 109.39 99.82
R3 107.23 104.60 98.51
R2 102.44 102.44 98.07
R1 99.81 99.81 97.63 101.13
PP 97.65 97.65 97.65 98.30
S1 95.02 95.02 96.75 96.34
S2 92.86 92.86 96.31
S3 88.07 90.23 95.87
S4 83.28 85.44 94.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.27 95.16 5.11 5.3% 2.54 2.6% 19% False True 42,137
10 100.27 90.73 9.54 9.9% 2.35 2.4% 56% False False 40,923
20 101.12 90.73 10.39 10.8% 2.69 2.8% 52% False False 36,253
40 104.65 90.73 13.92 14.5% 2.69 2.8% 39% False False 27,772
60 115.58 90.73 24.85 25.9% 2.96 3.1% 22% False False 22,460
80 115.58 90.73 24.85 25.9% 2.69 2.8% 22% False False 18,967
100 115.58 90.73 24.85 25.9% 2.65 2.8% 22% False False 17,140
120 115.58 90.73 24.85 25.9% 2.45 2.5% 22% False False 15,756
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 False
Stretch 0.46
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.24
2.618 102.79
1.618 100.68
1.000 99.38
0.618 98.57
HIGH 97.27
0.618 96.46
0.500 96.22
0.382 95.97
LOW 95.16
0.618 93.86
1.000 93.05
1.618 91.75
2.618 89.64
4.250 86.19
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 96.22 97.72
PP 96.18 97.18
S1 96.15 96.65

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

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