NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 100.51 100.15 -0.36 -0.4% 98.51
High 100.82 100.15 -0.67 -0.7% 101.99
Low 100.07 97.89 -2.18 -2.2% 97.38
Close 100.34 98.99 -1.35 -1.3% 100.34
Range 0.75 2.26 1.51 201.3% 4.61
ATR 2.13 2.16 0.02 1.1% 0.00
Volume 6,544 5,616 -928 -14.2% 33,183
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.79 104.65 100.23
R3 103.53 102.39 99.61
R2 101.27 101.27 99.40
R1 100.13 100.13 99.20 99.57
PP 99.01 99.01 99.01 98.73
S1 97.87 97.87 98.78 97.31
S2 96.75 96.75 98.58
S3 94.49 95.61 98.37
S4 92.23 93.35 97.75
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 4.7% 2.27 2.3% 35% False False 6,464
10 101.99 97.38 4.61 4.7% 1.80 1.8% 35% False False 6,193
20 101.99 93.46 8.53 8.6% 1.76 1.8% 65% False False 5,642
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.76
2.618 106.07
1.618 103.81
1.000 102.41
0.618 101.55
HIGH 100.15
0.618 99.29
0.500 99.02
0.382 98.75
LOW 97.89
0.618 96.49
1.000 95.63
1.618 94.23
2.618 91.97
4.250 88.29
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 99.02 99.94
PP 99.01 99.62
S1 99.00 99.31

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

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