NYMEX Light Sweet Crude Oil Future November 2011

Trading Metrics calculated at close of trading on 16-Sep-2011

Day Change Summary
	Previous	Current
	15-Sep-2011	16-Sep-2011	Change	Change %	Previous Week
Open	88.65	89.39	0.74	0.8%	86.99
High	90.29	89.93	-0.36	-0.4%	90.60
Low	88.14	87.22	-0.92	-1.0%	85.17
Close	89.59	88.18	-1.41	-1.6%	88.18
Range	2.15	2.71	0.56	26.0%	5.43
ATR	3.06	3.03	-0.02	-0.8%	0.00
Volume	142,096	170,059	27,963	19.7%	702,350

Daily Pivots for day following 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	96.57	95.09	89.67
R3	93.86	92.38	88.93
R2	91.15	91.15	88.68
R1	89.67	89.67	88.43	89.06
PP	88.44	88.44	88.44	88.14
S1	86.96	86.96	87.93	86.35
S2	85.73	85.73	87.68
S3	83.02	84.25	87.43
S4	80.31	81.54	86.69

Weekly Pivots for week ending 16-Sep-2011
	Classic	Woodie	Camarilla	DeMark
R4	104.27	101.66	91.17
R3	98.84	96.23	89.67
R2	93.41	93.41	89.18
R1	90.80	90.80	88.68	92.11
PP	87.98	87.98	87.98	88.64
S1	85.37	85.37	87.68	86.68
S2	82.55	82.55	87.18
S3	77.12	79.94	86.69
S4	71.69	74.51	85.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.60	85.17	5.43	6.2%	2.69	3.0%	55%	False	False	140,470
10	90.69	83.47	7.22	8.2%	3.02	3.4%	65%	False	False	109,375
20	90.69	79.76	10.93	12.4%	2.90	3.3%	77%	False	False	89,451
40	101.39	76.61	24.78	28.1%	3.23	3.7%	47%	False	False	69,315
60	101.39	76.61	24.78	28.1%	3.03	3.4%	47%	False	False	55,502
80	104.85	76.61	28.24	32.0%	2.91	3.3%	41%	False	False	45,488
100	115.57	76.61	38.96	44.2%	3.07	3.5%	30%	False	False	38,234
120	115.57	76.61	38.96	44.2%	2.85	3.2%	30%	False	False	33,159

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.59
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	101.45
2.618	97.02
1.618	94.31
1.000	92.64
0.618	91.60
HIGH	89.93
0.618	88.89
0.500	88.58
0.382	88.26
LOW	87.22
0.618	85.55
1.000	84.51
1.618	82.84
2.618	80.13
4.250	75.70

Fisher Pivots for day following 16-Sep-2011
Pivot	1 day	3 day
R1	88.58	88.77
PP	88.44	88.57
S1	88.31	88.38

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