NYMEX Light Sweet Crude Oil Future February 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 99.66 100.90 1.24 1.2% 98.23
High 101.67 101.60 -0.07 -0.1% 101.65
Low 99.30 97.68 -1.62 -1.6% 97.83
Close 100.81 98.72 -2.09 -2.1% 99.16
Range 2.37 3.92 1.55 65.4% 3.82
ATR 2.27 2.39 0.12 5.2% 0.00
Volume 5,907 5,917 10 0.2% 21,718
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.09 108.83 100.88
R3 107.17 104.91 99.80
R2 103.25 103.25 99.44
R1 100.99 100.99 99.08 100.16
PP 99.33 99.33 99.33 98.92
S1 97.07 97.07 98.36 96.24
S2 95.41 95.41 98.00
S3 91.49 93.15 97.64
S4 87.57 89.23 96.56
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 111.01 108.90 101.26
R3 107.19 105.08 100.21
R2 103.37 103.37 99.86
R1 101.26 101.26 99.51 102.32
PP 99.55 99.55 99.55 100.07
S1 97.44 97.44 98.81 98.50
S2 95.73 95.73 98.46
S3 91.91 93.62 98.11
S4 88.09 89.80 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.67 96.49 5.18 5.2% 2.93 3.0% 43% False False 6,845
10 101.67 96.49 5.18 5.2% 2.34 2.4% 43% False False 5,796
20 101.67 93.29 8.38 8.5% 2.05 2.1% 65% False False 5,155
40 105.34 93.29 12.05 12.2% 2.15 2.2% 45% False False 4,922
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 0.47
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 118.26
2.618 111.86
1.618 107.94
1.000 105.52
0.618 104.02
HIGH 101.60
0.618 100.10
0.500 99.64
0.382 99.18
LOW 97.68
0.618 95.26
1.000 93.76
1.618 91.34
2.618 87.42
4.250 81.02
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 99.64 99.08
PP 99.33 98.96
S1 99.03 98.84

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

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