NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 01-Sep-2011

Day Change Summary
	Previous	Current
	31-Aug-2011	01-Sep-2011	Change	Change %	Previous Week
Open	89.14	89.12	-0.02	0.0%	82.52
High	89.85	90.18	0.33	0.4%	86.93
Low	88.00	88.52	0.52	0.6%	81.53
Close	89.16	89.24	0.08	0.1%	85.70
Range	1.85	1.66	-0.19	-10.3%	5.40
ATR	3.25	3.13	-0.11	-3.5%	0.00
Volume	111,969	69,645	-42,324	-37.8%	327,739

Daily Pivots for day following 01-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	94.29	93.43	90.15
R3	92.63	91.77	89.70
R2	90.97	90.97	89.54
R1	90.11	90.11	89.39	90.54
PP	89.31	89.31	89.31	89.53
S1	88.45	88.45	89.09	88.88
S2	87.65	87.65	88.94
S3	85.99	86.79	88.78
S4	84.33	85.13	88.33

Weekly Pivots for week ending 26-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	100.92	98.71	88.67
R3	95.52	93.31	87.19
R2	90.12	90.12	86.69
R1	87.91	87.91	86.20	89.02
PP	84.72	84.72	84.72	85.27
S1	82.51	82.51	85.21	83.62
S2	79.32	79.32	84.71
S3	73.92	77.11	84.22
S4	68.52	71.71	82.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.18	83.30	6.88	7.7%	2.26	2.5%	86%	True	False	77,674
10	90.18	79.76	10.42	11.7%	2.77	3.1%	91%	True	False	69,528
20	90.18	76.61	13.57	15.2%	3.56	4.0%	93%	True	False	66,294
40	101.39	76.61	24.78	27.8%	3.20	3.6%	51%	False	False	49,314
60	104.00	76.61	27.39	30.7%	2.97	3.3%	46%	False	False	40,516
80	105.74	76.61	29.13	32.6%	2.95	3.3%	43%	False	False	33,070
100	115.57	76.61	38.96	43.7%	2.96	3.3%	32%	False	False	28,056
120	115.57	76.61	38.96	43.7%	2.78	3.1%	32%	False	False	24,594

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.93
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	97.24
2.618	94.53
1.618	92.87
1.000	91.84
0.618	91.21
HIGH	90.18
0.618	89.55
0.500	89.35
0.382	89.15
LOW	88.52
0.618	87.49
1.000	86.86
1.618	85.83
2.618	84.17
4.250	81.47

Fisher Pivots for day following 01-Sep-2011
Pivot	1 day	3 day
R1	89.35	88.99
PP	89.31	88.73
S1	89.28	88.48

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