NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 87.03 87.11 0.08 0.1% 86.20
High 87.25 90.96 3.71 4.3% 90.56
Low 83.88 86.85 2.97 3.5% 85.85
Close 86.70 89.86 3.16 3.6% 87.13
Range 3.37 4.11 0.74 22.0% 4.71
ATR 3.17 3.25 0.08 2.4% 0.00
Volume 56,691 93,792 37,101 65.4% 458,621
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.55 99.82 92.12
R3 97.44 95.71 90.99
R2 93.33 93.33 90.61
R1 91.60 91.60 90.24 92.47
PP 89.22 89.22 89.22 89.66
S1 87.49 87.49 89.48 88.36
S2 85.11 85.11 89.11
S3 81.00 83.38 88.73
S4 76.89 79.27 87.60
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.98 99.26 89.72
R3 97.27 94.55 88.43
R2 92.56 92.56 87.99
R1 89.84 89.84 87.56 91.20
PP 87.85 87.85 87.85 88.53
S1 85.13 85.13 86.70 86.49
S2 83.14 83.14 86.27
S3 78.43 80.42 85.83
S4 73.72 75.71 84.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.96 83.88 7.08 7.9% 2.91 3.2% 84% True False 91,979
10 90.96 83.72 7.24 8.1% 2.77 3.1% 85% True False 82,929
20 90.96 80.15 10.81 12.0% 3.22 3.6% 90% True False 83,317
40 101.83 77.12 24.71 27.5% 3.24 3.6% 52% False False 70,838
60 101.83 77.12 24.71 27.5% 3.06 3.4% 52% False False 66,602
80 105.14 77.12 28.02 31.2% 2.97 3.3% 45% False False 62,795
100 115.50 77.12 38.38 42.7% 3.14 3.5% 33% False False 59,740
120 115.50 77.12 38.38 42.7% 2.97 3.3% 33% False False 56,519
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 12 trading days
Fibonacci Retracements and Extensions
4.250 108.43
2.618 101.72
1.618 97.61
1.000 95.07
0.618 93.50
HIGH 90.96
0.618 89.39
0.500 88.91
0.382 88.42
LOW 86.85
0.618 84.31
1.000 82.74
1.618 80.20
2.618 76.09
4.250 69.38
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 89.54 89.05
PP 89.22 88.23
S1 88.91 87.42

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

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