NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 04-Nov-2011
Day Change Summary
Previous Current
03-Nov-2011 04-Nov-2011 Change Change % Previous Week
Open 92.99 94.24 1.25 1.3% 93.53
High 94.61 94.93 0.32 0.3% 94.93
Low 90.87 92.87 2.00 2.2% 89.17
Close 94.07 94.26 0.19 0.2% 94.26
Range 3.74 2.06 -1.68 -44.9% 5.76
ATR 3.34 3.25 -0.09 -2.7% 0.00
Volume 284,580 270,125 -14,455 -5.1% 1,331,644
Daily Pivots for day following 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 100.20 99.29 95.39
R3 98.14 97.23 94.83
R2 96.08 96.08 94.64
R1 95.17 95.17 94.45 95.63
PP 94.02 94.02 94.02 94.25
S1 93.11 93.11 94.07 93.57
S2 91.96 91.96 93.88
S3 89.90 91.05 93.69
S4 87.84 88.99 93.13
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 110.07 107.92 97.43
R3 104.31 102.16 95.84
R2 98.55 98.55 95.32
R1 96.40 96.40 94.79 97.48
PP 92.79 92.79 92.79 93.32
S1 90.64 90.64 93.73 91.72
S2 87.03 87.03 93.20
S3 81.27 84.88 92.68
S4 75.51 79.12 91.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.93 89.17 5.76 6.1% 2.95 3.1% 88% True False 266,328
10 94.93 87.00 7.93 8.4% 3.26 3.5% 92% True False 320,909
20 94.93 83.04 11.89 12.6% 3.08 3.3% 94% True False 264,657
40 94.93 75.15 19.78 21.0% 3.26 3.5% 97% True False 185,824
60 94.93 75.15 19.78 21.0% 3.20 3.4% 97% True False 151,044
80 101.83 75.15 26.68 28.3% 3.24 3.4% 72% False False 129,177
100 101.83 75.15 26.68 28.3% 3.11 3.3% 72% False False 114,944
120 105.14 75.15 29.99 31.8% 3.07 3.3% 64% False False 104,657
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.57
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 103.69
2.618 100.32
1.618 98.26
1.000 96.99
0.618 96.20
HIGH 94.93
0.618 94.14
0.500 93.90
0.382 93.66
LOW 92.87
0.618 91.60
1.000 90.81
1.618 89.54
2.618 87.48
4.250 84.12
Fisher Pivots for day following 04-Nov-2011
Pivot 1 day 3 day
R1 94.14 93.81
PP 94.02 93.35
S1 93.90 92.90

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

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