NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 99.64 100.24 0.60 0.6% 97.97
High 101.38 101.12 -0.26 -0.3% 101.35
Low 98.99 97.18 -1.81 -1.8% 97.26
Close 100.36 98.21 -2.15 -2.1% 98.72
Range 2.39 3.94 1.55 64.9% 4.09
ATR 2.44 2.55 0.11 4.4% 0.00
Volume 10,452 9,708 -744 -7.1% 43,112
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 110.66 108.37 100.38
R3 106.72 104.43 99.29
R2 102.78 102.78 98.93
R1 100.49 100.49 98.57 99.67
PP 98.84 98.84 98.84 98.42
S1 96.55 96.55 97.85 95.73
S2 94.90 94.90 97.49
S3 90.96 92.61 97.13
S4 87.02 88.67 96.04
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.38 109.14 100.97
R3 107.29 105.05 99.84
R2 103.20 103.20 99.47
R1 100.96 100.96 99.09 102.08
PP 99.11 99.11 99.11 99.67
S1 96.87 96.87 98.35 97.99
S2 95.02 95.02 97.97
S3 90.93 92.78 97.60
S4 86.84 88.69 96.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.38 96.11 5.27 5.4% 2.89 2.9% 40% False False 10,968
10 101.38 96.11 5.27 5.4% 2.40 2.4% 40% False False 10,070
20 101.38 92.39 8.99 9.2% 2.20 2.2% 65% False False 9,007
40 105.30 92.39 12.91 13.1% 2.31 2.3% 45% False False 8,498
60 115.22 92.39 22.83 23.2% 2.58 2.6% 25% False False 6,874
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 0.61
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 117.87
2.618 111.43
1.618 107.49
1.000 105.06
0.618 103.55
HIGH 101.12
0.618 99.61
0.500 99.15
0.382 98.69
LOW 97.18
0.618 94.75
1.000 93.24
1.618 90.81
2.618 86.87
4.250 80.44
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 99.15 98.75
PP 98.84 98.57
S1 98.52 98.39

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

View Archives - Comment on this page... - Back to Index of Symbols