NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	99.40	99.98	0.58	0.6%	98.61
High	100.89	100.82	-0.07	-0.1%	100.89
Low	98.03	99.14	1.11	1.1%	95.92
Close	99.85	100.58	0.73	0.7%	100.58
Range	2.86	1.68	-1.18	-41.3%	4.97
ATR	2.73	2.66	-0.08	-2.7%	0.00
Volume	25,907	41,281	15,374	59.3%	133,511

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.22	104.58	101.50
R3	103.54	102.90	101.04
R2	101.86	101.86	100.89
R1	101.22	101.22	100.73	101.54
PP	100.18	100.18	100.18	100.34
S1	99.54	99.54	100.43	99.86
S2	98.50	98.50	100.27
S3	96.82	97.86	100.12
S4	95.14	96.18	99.66

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.04	112.28	103.31
R3	109.07	107.31	101.95
R2	104.10	104.10	101.49
R1	102.34	102.34	101.04	103.22
PP	99.13	99.13	99.13	99.57
S1	97.37	97.37	100.12	98.25
S2	94.16	94.16	99.67
S3	89.19	92.40	99.21
S4	84.22	87.43	97.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.89	95.92	4.97	4.9%	2.44	2.4%	94%	False	False	26,702
10	100.89	95.00	5.89	5.9%	2.70	2.7%	95%	False	False	29,509
20	100.89	91.35	9.54	9.5%	2.51	2.5%	97%	False	False	28,993
40	104.85	91.35	13.50	13.4%	2.55	2.5%	68%	False	False	22,496
60	115.57	91.35	24.22	24.1%	2.95	2.9%	38%	False	False	18,114
80	115.57	91.35	24.22	24.1%	2.66	2.6%	38%	False	False	15,517
100	115.57	91.35	24.22	24.1%	2.54	2.5%	38%	False	False	13,981
120	115.57	91.35	24.22	24.1%	2.42	2.4%	38%	False	False	13,158

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.63
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	107.96
2.618	105.22
1.618	103.54
1.000	102.50
0.618	101.86
HIGH	100.82
0.618	100.18
0.500	99.98
0.382	99.78
LOW	99.14
0.618	98.10
1.000	97.46
1.618	96.42
2.618	94.74
4.250	92.00

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	100.38	100.17
PP	100.18	99.75
S1	99.98	99.34

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