NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 84.43 81.06 -3.37 -4.0% 88.06
High 85.47 84.77 -0.70 -0.8% 88.93
Low 81.64 81.02 -0.62 -0.8% 78.72
Close 82.28 82.98 0.70 0.9% 81.00
Range 3.83 3.75 -0.08 -2.1% 10.21
ATR 3.16 3.20 0.04 1.3% 0.00
Volume 14,877 12,418 -2,459 -16.5% 63,551
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.17 92.33 85.04
R3 90.42 88.58 84.01
R2 86.67 86.67 83.67
R1 84.83 84.83 83.32 85.75
PP 82.92 82.92 82.92 83.39
S1 81.08 81.08 82.64 82.00
S2 79.17 79.17 82.29
S3 75.42 77.33 81.95
S4 71.67 73.58 80.92
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 113.51 107.47 86.62
R3 103.30 97.26 83.81
R2 93.09 93.09 82.87
R1 87.05 87.05 81.94 84.97
PP 82.88 82.88 82.88 81.84
S1 76.84 76.84 80.06 74.76
S2 72.67 72.67 79.13
S3 62.46 66.63 78.19
S4 52.25 56.42 75.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.69 78.40 7.29 8.8% 3.65 4.4% 63% False False 15,856
10 90.75 78.40 12.35 14.9% 3.31 4.0% 37% False False 13,473
20 91.34 78.40 12.94 15.6% 2.91 3.5% 35% False False 15,363
40 94.27 78.40 15.87 19.1% 3.07 3.7% 29% False False 12,282
60 102.81 78.40 24.41 29.4% 2.71 3.3% 19% False False 10,189
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.48
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.71
2.618 94.59
1.618 90.84
1.000 88.52
0.618 87.09
HIGH 84.77
0.618 83.34
0.500 82.90
0.382 82.45
LOW 81.02
0.618 78.70
1.000 77.27
1.618 74.95
2.618 71.20
4.250 65.08
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 82.95 83.36
PP 82.92 83.23
S1 82.90 83.11

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

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