NYMEX Light Sweet Crude Oil Future October 2011

Trading Metrics calculated at close of trading on 12-Jul-2011

Day Change Summary
	Previous	Current
	11-Jul-2011	12-Jul-2011	Change	Change %	Previous Week
Open	96.90	96.05	-0.85	-0.9%	96.15
High	97.27	98.34	1.07	1.1%	100.27
Low	95.16	94.50	-0.66	-0.7%	95.48
Close	96.11	98.27	2.16	2.2%	97.19
Range	2.11	3.84	1.73	82.0%	4.79
ATR	2.71	2.79	0.08	3.0%	0.00
Volume	45,367	37,618	-7,749	-17.1%	165,322

Daily Pivots for day following 12-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.56	107.25	100.38
R3	104.72	103.41	99.33
R2	100.88	100.88	98.97
R1	99.57	99.57	98.62	100.23
PP	97.04	97.04	97.04	97.36
S1	95.73	95.73	97.92	96.39
S2	93.20	93.20	97.57
S3	89.36	91.89	97.21
S4	85.52	88.05	96.16

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	94.50	5.77	5.9%	2.70	2.7%	65%	False	True	42,402
10	100.27	91.55	8.72	8.9%	2.58	2.6%	77%	False	False	39,717
20	101.12	90.73	10.39	10.6%	2.72	2.8%	73%	False	False	36,585
40	104.65	90.73	13.92	14.2%	2.70	2.7%	54%	False	False	28,355
60	115.58	90.73	24.85	25.3%	2.99	3.0%	30%	False	False	22,912
80	115.58	90.73	24.85	25.3%	2.69	2.7%	30%	False	False	19,356
100	115.58	90.73	24.85	25.3%	2.68	2.7%	30%	False	False	17,465
120	115.58	90.73	24.85	25.3%	2.47	2.5%	30%	False	False	16,037

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	114.66
2.618	108.39
1.618	104.55
1.000	102.18
0.618	100.71
HIGH	98.34
0.618	96.87
0.500	96.42
0.382	95.97
LOW	94.50
0.618	92.13
1.000	90.66
1.618	88.29
2.618	84.45
4.250	78.18

Fisher Pivots for day following 12-Jul-2011
Pivot	1 day	3 day
R1	97.65	97.94
PP	97.04	97.61
S1	96.42	97.28

Download as Excel Spreadsheet

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

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