NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 27-Sep-2011
Day Change Summary
Previous Current
26-Sep-2011 27-Sep-2011 Change Change % Previous Week
Open 79.80 81.74 1.94 2.4% 87.87
High 81.79 85.00 3.21 3.9% 88.24
Low 77.38 81.18 3.80 4.9% 77.81
Close 80.48 84.68 4.20 5.2% 80.12
Range 4.41 3.82 -0.59 -13.4% 10.43
ATR 3.39 3.47 0.08 2.4% 0.00
Volume 86,553 80,881 -5,672 -6.6% 469,224
Daily Pivots for day following 27-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.08 93.70 86.78
R3 91.26 89.88 85.73
R2 87.44 87.44 85.38
R1 86.06 86.06 85.03 86.75
PP 83.62 83.62 83.62 83.97
S1 82.24 82.24 84.33 82.93
S2 79.80 79.80 83.98
S3 75.98 78.42 83.63
S4 72.16 74.60 82.58
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.35 107.16 85.86
R3 102.92 96.73 82.99
R2 92.49 92.49 82.03
R1 86.30 86.30 81.08 84.18
PP 82.06 82.06 82.06 81.00
S1 75.87 75.87 79.16 73.75
S2 71.63 71.63 78.21
S3 61.20 65.44 77.25
S4 50.77 55.01 74.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.24 77.38 10.86 12.8% 4.22 5.0% 67% False False 100,454
10 90.45 77.38 13.07 15.4% 3.30 3.9% 56% False False 90,036
20 90.96 77.38 13.58 16.0% 3.11 3.7% 54% False False 92,790
40 96.98 77.12 19.86 23.5% 3.45 4.1% 38% False False 86,280
60 101.83 77.12 24.71 29.2% 3.19 3.8% 31% False False 74,188
80 104.20 77.12 27.08 32.0% 3.05 3.6% 28% False False 70,762
100 106.14 77.12 29.02 34.3% 3.16 3.7% 26% False False 67,461
120 115.50 77.12 38.38 45.3% 3.14 3.7% 20% False False 63,025
Crabel Price Patterns
NR True
NR4 True
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 0.77
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.24
2.618 95.00
1.618 91.18
1.000 88.82
0.618 87.36
HIGH 85.00
0.618 83.54
0.500 83.09
0.382 82.64
LOW 81.18
0.618 78.82
1.000 77.36
1.618 75.00
2.618 71.18
4.250 64.95
Fisher Pivots for day following 27-Sep-2011
Pivot 1 day 3 day
R1 84.15 83.52
PP 83.62 82.35
S1 83.09 81.19

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

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