NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 97.97 99.50 1.53 1.6% 92.90
High 99.79 99.87 0.08 0.1% 98.14
Low 97.26 98.35 1.09 1.1% 92.39
Close 99.29 98.86 -0.43 -0.4% 97.64
Range 2.53 1.52 -1.01 -39.9% 5.75
ATR 2.39 2.33 -0.06 -2.6% 0.00
Volume 12,688 8,307 -4,381 -34.5% 41,980
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.59 102.74 99.70
R3 102.07 101.22 99.28
R2 100.55 100.55 99.14
R1 99.70 99.70 99.00 99.37
PP 99.03 99.03 99.03 98.86
S1 98.18 98.18 98.72 97.85
S2 97.51 97.51 98.58
S3 95.99 96.66 98.44
S4 94.47 95.14 98.02
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.31 111.22 100.80
R3 107.56 105.47 99.22
R2 101.81 101.81 98.69
R1 99.72 99.72 98.17 100.77
PP 96.06 96.06 96.06 96.58
S1 93.97 93.97 97.11 95.02
S2 90.31 90.31 96.59
S3 84.56 88.22 96.06
S4 78.81 82.47 94.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.87 95.29 4.58 4.6% 2.04 2.1% 78% True False 9,301
10 99.87 92.39 7.48 7.6% 2.04 2.1% 86% True False 8,644
20 104.25 92.39 11.86 12.0% 2.24 2.3% 55% False False 9,471
40 105.47 92.39 13.08 13.2% 2.43 2.5% 49% False False 7,709
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 0.29
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 106.33
2.618 103.85
1.618 102.33
1.000 101.39
0.618 100.81
HIGH 99.87
0.618 99.29
0.500 99.11
0.382 98.93
LOW 98.35
0.618 97.41
1.000 96.83
1.618 95.89
2.618 94.37
4.250 91.89
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 99.11 98.59
PP 99.03 98.32
S1 98.94 98.05

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

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