NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 97.69 96.63 -1.06 -1.1% 100.97
High 99.77 96.98 -2.79 -2.8% 101.83
Low 94.80 94.38 -0.42 -0.4% 96.38
Close 96.27 95.08 -1.19 -1.2% 97.08
Range 4.97 2.60 -2.37 -47.7% 5.45
ATR 2.69 2.68 -0.01 -0.2% 0.00
Volume 40,953 61,494 20,541 50.2% 241,083
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 103.28 101.78 96.51
R3 100.68 99.18 95.80
R2 98.08 98.08 95.56
R1 96.58 96.58 95.32 96.03
PP 95.48 95.48 95.48 95.21
S1 93.98 93.98 94.84 93.43
S2 92.88 92.88 94.60
S3 90.28 91.38 94.37
S4 87.68 88.78 93.65
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.78 111.38 100.08
R3 109.33 105.93 98.58
R2 103.88 103.88 98.08
R1 100.48 100.48 97.58 99.46
PP 98.43 98.43 98.43 97.92
S1 95.03 95.03 96.58 94.01
S2 92.98 92.98 96.08
S3 87.53 89.58 95.58
S4 82.08 84.13 94.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.80 94.38 6.42 6.8% 2.73 2.9% 11% False True 48,187
10 101.83 94.38 7.45 7.8% 2.46 2.6% 9% False True 47,766
20 101.83 94.38 7.45 7.8% 2.64 2.8% 9% False True 50,510
40 104.20 91.77 12.43 13.1% 2.66 2.8% 27% False False 55,335
60 106.14 91.77 14.37 15.1% 2.87 3.0% 23% False False 54,389
80 115.50 91.77 23.73 25.0% 2.99 3.1% 14% False False 51,758
100 115.50 91.77 23.73 25.0% 2.85 3.0% 14% False False 49,133
120 115.50 91.77 23.73 25.0% 2.81 3.0% 14% False False 52,044
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 0.80
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.03
2.618 103.79
1.618 101.19
1.000 99.58
0.618 98.59
HIGH 96.98
0.618 95.99
0.500 95.68
0.382 95.37
LOW 94.38
0.618 92.77
1.000 91.78
1.618 90.17
2.618 87.57
4.250 83.33
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 95.68 97.08
PP 95.48 96.41
S1 95.28 95.75

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

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