NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 96.92 95.84 -1.08 -1.1% 100.74
High 97.91 96.20 -1.71 -1.7% 102.81
Low 95.86 93.93 -1.93 -2.0% 97.95
Close 96.41 94.56 -1.85 -1.9% 98.34
Range 2.05 2.27 0.22 10.7% 4.86
ATR 2.15 2.17 0.02 1.1% 0.00
Volume 5,512 4,096 -1,416 -25.7% 33,761
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 101.71 100.40 95.81
R3 99.44 98.13 95.18
R2 97.17 97.17 94.98
R1 95.86 95.86 94.77 95.38
PP 94.90 94.90 94.90 94.66
S1 93.59 93.59 94.35 93.11
S2 92.63 92.63 94.14
S3 90.36 91.32 93.94
S4 88.09 89.05 93.31
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.28 111.17 101.01
R3 109.42 106.31 99.68
R2 104.56 104.56 99.23
R1 101.45 101.45 98.79 100.58
PP 99.70 99.70 99.70 99.26
S1 96.59 96.59 97.89 95.72
S2 94.84 94.84 97.45
S3 89.98 91.73 97.00
S4 85.12 86.87 95.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.59 93.93 6.66 7.0% 2.25 2.4% 9% False True 4,854
10 102.81 93.93 8.88 9.4% 2.03 2.1% 7% False True 5,819
20 102.81 93.93 8.88 9.4% 1.99 2.1% 7% False True 6,003
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.85
2.618 102.14
1.618 99.87
1.000 98.47
0.618 97.60
HIGH 96.20
0.618 95.33
0.500 95.07
0.382 94.80
LOW 93.93
0.618 92.53
1.000 91.66
1.618 90.26
2.618 87.99
4.250 84.28
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 95.07 97.26
PP 94.90 96.36
S1 94.73 95.46

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

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