NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 07-Sep-2011
Day Change Summary
Previous Current
06-Sep-2011 07-Sep-2011 Change Change % Previous Week
Open 86.36 87.77 1.41 1.6% 87.00
High 87.77 91.05 3.28 3.7% 90.99
Low 84.71 87.59 2.88 3.4% 86.76
Close 87.37 90.39 3.02 3.5% 87.76
Range 3.06 3.46 0.40 13.1% 4.23
ATR 2.82 2.88 0.06 2.2% 0.00
Volume 9,569 5,352 -4,217 -44.1% 51,592
Daily Pivots for day following 07-Sep-2011
Classic Woodie Camarilla DeMark
R4 100.06 98.68 92.29
R3 96.60 95.22 91.34
R2 93.14 93.14 91.02
R1 91.76 91.76 90.71 92.45
PP 89.68 89.68 89.68 90.02
S1 88.30 88.30 90.07 88.99
S2 86.22 86.22 89.76
S3 82.76 84.84 89.44
S4 79.30 81.38 88.49
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.19 98.71 90.09
R3 96.96 94.48 88.92
R2 92.73 92.73 88.54
R1 90.25 90.25 88.15 91.49
PP 88.50 88.50 88.50 89.13
S1 86.02 86.02 87.37 87.26
S2 84.27 84.27 86.98
S3 80.04 81.79 86.60
S4 75.81 77.56 85.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.05 84.71 6.34 7.0% 2.58 2.8% 90% True False 11,562
10 91.05 84.71 6.34 7.0% 2.44 2.7% 90% True False 8,747
20 91.05 81.69 9.36 10.4% 2.76 3.1% 93% True False 8,704
40 102.42 78.59 23.83 26.4% 2.82 3.1% 50% False False 7,132
60 102.42 78.59 23.83 26.4% 2.57 2.8% 50% False False 6,515
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 0.49
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 105.76
2.618 100.11
1.618 96.65
1.000 94.51
0.618 93.19
HIGH 91.05
0.618 89.73
0.500 89.32
0.382 88.91
LOW 87.59
0.618 85.45
1.000 84.13
1.618 81.99
2.618 78.53
4.250 72.89
Fisher Pivots for day following 07-Sep-2011
Pivot 1 day 3 day
R1 90.03 89.55
PP 89.68 88.72
S1 89.32 87.88

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

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