NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 99.64 99.64 0.00 0.0% 98.16
High 101.00 99.91 -1.09 -1.1% 100.52
Low 98.18 97.65 -0.53 -0.5% 95.47
Close 100.01 97.84 -2.17 -2.2% 100.20
Range 2.82 2.26 -0.56 -19.9% 5.05
ATR 2.66 2.64 -0.02 -0.8% 0.00
Volume 59,115 71,304 12,189 20.6% 259,741
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.25 103.80 99.08
R3 102.99 101.54 98.46
R2 100.73 100.73 98.25
R1 99.28 99.28 98.05 98.88
PP 98.47 98.47 98.47 98.26
S1 97.02 97.02 97.63 96.62
S2 96.21 96.21 97.43
S3 93.95 94.76 97.22
S4 91.69 92.50 96.60
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.88 112.09 102.98
R3 108.83 107.04 101.59
R2 103.78 103.78 101.13
R1 101.99 101.99 100.66 102.89
PP 98.73 98.73 98.73 99.18
S1 96.94 96.94 99.74 97.84
S2 93.68 93.68 99.27
S3 88.63 91.89 98.81
S4 83.58 86.84 97.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.00 97.59 3.41 3.5% 2.23 2.3% 7% False False 62,000
10 101.00 95.44 5.56 5.7% 2.60 2.7% 43% False False 54,312
20 101.00 93.80 7.20 7.4% 2.59 2.6% 56% False False 48,048
40 104.65 90.73 13.92 14.2% 2.66 2.7% 51% False False 39,397
60 113.77 90.73 23.04 23.5% 3.05 3.1% 31% False False 31,074
80 115.58 90.73 24.85 25.4% 2.82 2.9% 29% False False 25,735
100 115.58 90.73 24.85 25.4% 2.70 2.8% 29% False False 22,209
120 115.58 90.73 24.85 25.4% 2.58 2.6% 29% False False 20,222
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 0.65
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.52
2.618 105.83
1.618 103.57
1.000 102.17
0.618 101.31
HIGH 99.91
0.618 99.05
0.500 98.78
0.382 98.51
LOW 97.65
0.618 96.25
1.000 95.39
1.618 93.99
2.618 91.73
4.250 88.05
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 98.78 99.33
PP 98.47 98.83
S1 98.15 98.34

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

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