NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 94.65 94.42 -0.23 -0.2% 94.62
High 94.65 95.13 0.48 0.5% 98.26
Low 93.52 94.40 0.88 0.9% 93.46
Close 93.94 96.22 2.28 2.4% 94.64
Range 1.13 0.73 -0.40 -35.4% 4.80
ATR
Volume 7,612 3,541 -4,071 -53.5% 23,181
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 97.44 97.56 96.62
R3 96.71 96.83 96.42
R2 95.98 95.98 96.35
R1 96.10 96.10 96.29 96.04
PP 95.25 95.25 95.25 95.22
S1 95.37 95.37 96.15 95.31
S2 94.52 94.52 96.09
S3 93.79 94.64 96.02
S4 93.06 93.91 95.82
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 109.85 107.05 97.28
R3 105.05 102.25 95.96
R2 100.25 100.25 95.52
R1 97.45 97.45 95.08 98.85
PP 95.45 95.45 95.45 96.16
S1 92.65 92.65 94.20 94.05
S2 90.65 90.65 93.76
S3 85.85 87.85 93.32
S4 81.05 83.05 92.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.26 93.46 4.80 5.0% 1.93 2.0% 58% False False 4,864
10 102.08 93.46 8.62 9.0% 2.01 2.1% 32% False False 5,525
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 98.23
2.618 97.04
1.618 96.31
1.000 95.86
0.618 95.58
HIGH 95.13
0.618 94.85
0.500 94.77
0.382 94.68
LOW 94.40
0.618 93.95
1.000 93.67
1.618 93.22
2.618 92.49
4.250 91.30
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 95.74 95.65
PP 95.25 95.08
S1 94.77 94.52

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

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