NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 101.81 99.90 -1.91 -1.9% 100.15
High 101.88 100.48 -1.40 -1.4% 102.35
Low 99.93 99.43 -0.50 -0.5% 97.89
Close 100.03 100.05 0.02 0.0% 101.90
Range 1.95 1.05 -0.90 -46.2% 4.46
ATR 2.07 2.00 -0.07 -3.5% 0.00
Volume 7,117 5,129 -1,988 -27.9% 26,032
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.14 102.64 100.63
R3 102.09 101.59 100.34
R2 101.04 101.04 100.24
R1 100.54 100.54 100.15 100.79
PP 99.99 99.99 99.99 100.11
S1 99.49 99.49 99.95 99.74
S2 98.94 98.94 99.86
S3 97.89 98.44 99.76
S4 96.84 97.39 99.47
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
5 102.81 99.43 3.38 3.4% 1.59 1.6% 18% False True 7,101
10 102.81 97.89 4.92 4.9% 1.68 1.7% 44% False False 6,032
20 102.81 97.38 5.43 5.4% 1.69 1.7% 49% False False 6,058
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 True
Bull Hook False
Stretch 0.33
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 104.94
2.618 103.23
1.618 102.18
1.000 101.53
0.618 101.13
HIGH 100.48
0.618 100.08
0.500 99.96
0.382 99.83
LOW 99.43
0.618 98.78
1.000 98.38
1.618 97.73
2.618 96.68
4.250 94.97
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 100.02 101.12
PP 99.99 100.76
S1 99.96 100.41

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

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