NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 100.85 100.51 -0.34 -0.3% 98.51
High 101.99 100.82 -1.17 -1.1% 101.99
Low 98.56 100.07 1.51 1.5% 97.38
Close 99.17 100.34 1.17 1.2% 100.34
Range 3.43 0.75 -2.68 -78.1% 4.61
ATR 2.17 2.13 -0.04 -1.7% 0.00
Volume 7,301 6,544 -757 -10.4% 33,183
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 102.66 102.25 100.75
R3 101.91 101.50 100.55
R2 101.16 101.16 100.48
R1 100.75 100.75 100.41 100.58
PP 100.41 100.41 100.41 100.33
S1 100.00 100.00 100.27 99.83
S2 99.66 99.66 100.20
S3 98.91 99.25 100.13
S4 98.16 98.50 99.93
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.73 111.65 102.88
R3 109.12 107.04 101.61
R2 104.51 104.51 101.19
R1 102.43 102.43 100.76 103.47
PP 99.90 99.90 99.90 100.43
S1 97.82 97.82 99.92 98.86
S2 95.29 95.29 99.49
S3 90.68 93.21 99.07
S4 86.07 88.60 97.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.99 97.38 4.61 4.6% 2.08 2.1% 64% False False 6,636
10 101.99 97.38 4.61 4.6% 1.66 1.7% 64% False False 6,233
20 101.99 93.46 8.53 8.5% 1.73 1.7% 81% False False 5,572
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 104.01
2.618 102.78
1.618 102.03
1.000 101.57
0.618 101.28
HIGH 100.82
0.618 100.53
0.500 100.45
0.382 100.36
LOW 100.07
0.618 99.61
1.000 99.32
1.618 98.86
2.618 98.11
4.250 96.88
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 100.45 100.32
PP 100.41 100.30
S1 100.38 100.28

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

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