NYMEX Light Sweet Crude Oil Future November 2011

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

Day Change Summary
	Previous	Current
	09-Sep-2011	12-Sep-2011	Change	Change %	Previous Week
Open	88.97	86.99	-1.98	-2.2%	86.80
High	89.63	89.08	-0.55	-0.6%	90.69
Low	85.85	85.17	-0.68	-0.8%	83.47
Close	87.41	88.31	0.90	1.0%	87.41
Range	3.78	3.91	0.13	3.4%	7.22
ATR	3.21	3.26	0.05	1.6%	0.00
Volume	80,711	123,400	42,689	52.9%	333,913

Daily Pivots for day following 12-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	99.25	97.69	90.46
R3	95.34	93.78	89.39
R2	91.43	91.43	89.03
R1	89.87	89.87	88.67	90.65
PP	87.52	87.52	87.52	87.91
S1	85.96	85.96	87.95	86.74
S2	83.61	83.61	87.59
S3	79.70	82.05	87.23
S4	75.79	78.14	86.16

Weekly Pivots for week ending 09-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	108.85	105.35	91.38
R3	101.63	98.13	89.40
R2	94.41	94.41	88.73
R1	90.91	90.91	88.07	92.66
PP	87.19	87.19	87.19	88.07
S1	83.69	83.69	86.75	85.44
S2	79.97	79.97	86.09
S3	72.75	76.47	85.42
S4	65.53	69.25	83.44

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.69	83.47	7.22	8.2%	3.43	3.9%	67%	False	False	91,462
10	90.69	83.47	7.22	8.2%	2.94	3.3%	67%	False	False	82,558
20	90.69	79.76	10.93	12.4%	3.14	3.6%	78%	False	False	69,946
40	101.39	76.61	24.78	28.1%	3.26	3.7%	47%	False	False	57,147
60	101.39	76.61	24.78	28.1%	3.04	3.4%	47%	False	False	46,814
80	104.85	76.61	28.24	32.0%	2.92	3.3%	41%	False	False	38,692
100	115.57	76.61	38.96	44.1%	3.03	3.4%	30%	False	False	32,676
120	115.57	76.61	38.96	44.1%	2.81	3.2%	30%	False	False	28,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.62
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.70
2.618	99.32
1.618	95.41
1.000	92.99
0.618	91.50
HIGH	89.08
0.618	87.59
0.500	87.13
0.382	86.66
LOW	85.17
0.618	82.75
1.000	81.26
1.618	78.84
2.618	74.93
4.250	68.55

Fisher Pivots for day following 12-Sep-2011
Pivot	1 day	3 day
R1	87.92	88.14
PP	87.52	87.96
S1	87.13	87.79

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