NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 22-Jul-2011

Day Change Summary
	Previous	Current
	21-Jul-2011	22-Jul-2011	Change	Change %	Previous Week
Open	100.95	101.15	0.20	0.2%	100.15
High	102.35	102.03	-0.32	-0.3%	102.35
Low	100.16	100.68	0.52	0.5%	97.89
Close	101.34	101.90	0.56	0.6%	101.90
Range	2.19	1.35	-0.84	-38.4%	4.46
ATR	2.17	2.11	-0.06	-2.7%	0.00
Volume	3,542	7,757	4,215	119.0%	26,032

Daily Pivots for day following 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	105.59	105.09	102.64
R3	104.24	103.74	102.27
R2	102.89	102.89	102.15
R1	102.39	102.39	102.02	102.64
PP	101.54	101.54	101.54	101.66
S1	101.04	101.04	101.78	101.29
S2	100.19	100.19	101.65
S3	98.84	99.69	101.53
S4	97.49	98.34	101.16

Weekly Pivots for week ending 22-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	114.09	112.46	104.35
R3	109.63	108.00	103.13
R2	105.17	105.17	102.72
R1	103.54	103.54	102.31	104.36
PP	100.71	100.71	100.71	101.12
S1	99.08	99.08	101.49	99.90
S2	96.25	96.25	101.08
S3	91.79	94.62	100.67
S4	87.33	90.16	99.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.35	97.89	4.46	4.4%	1.90	1.9%	90%	False	False	5,206
10	102.35	97.38	4.97	4.9%	1.99	2.0%	91%	False	False	5,921
20	102.35	93.52	8.83	8.7%	1.66	1.6%	95%	False	False	5,835

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.44
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	107.77
2.618	105.56
1.618	104.21
1.000	103.38
0.618	102.86
HIGH	102.03
0.618	101.51
0.500	101.36
0.382	101.20
LOW	100.68
0.618	99.85
1.000	99.33
1.618	98.50
2.618	97.15
4.250	94.94

Fisher Pivots for day following 22-Jul-2011
Pivot	1 day	3 day
R1	101.72	101.61
PP	101.54	101.33
S1	101.36	101.04

Download as Excel Spreadsheet

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

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