NYMEX Light Sweet Crude Oil Future April 2012

Trading Metrics calculated at close of trading on 01-Aug-2011

Day Change Summary
	Previous	Current
	29-Jul-2011	01-Aug-2011	Change	Change %	Previous Week
Open	98.48	99.92	1.44	1.5%	101.34
High	99.39	100.27	0.88	0.9%	102.67
Low	98.48	96.68	-1.80	-1.8%	98.48
Close	98.72	98.00	-0.72	-0.7%	98.72
Range	0.91	3.59	2.68	294.5%	4.19
ATR
Volume	3,281	1,727	-1,554	-47.4%	23,371

Daily Pivots for day following 01-Aug-2011
	Classic	Woodie	Camarilla	DeMark
R4	109.09	107.13	99.97
R3	105.50	103.54	98.99
R2	101.91	101.91	98.66
R1	99.95	99.95	98.33	99.14
PP	98.32	98.32	98.32	97.91
S1	96.36	96.36	97.67	95.55
S2	94.73	94.73	97.34
S3	91.14	92.77	97.01
S4	87.55	89.18	96.03

Weekly Pivots for week ending 29-Jul-2011
	Classic	Woodie	Camarilla	DeMark
R4	112.53	109.81	101.02
R3	108.34	105.62	99.87
R2	104.15	104.15	99.49
R1	101.43	101.43	99.10	100.70
PP	99.96	99.96	99.96	99.59
S1	97.24	97.24	98.34	96.51
S2	95.77	95.77	97.95
S3	91.58	93.05	97.57
S4	87.39	88.86	96.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	102.67	96.68	5.99	6.1%	1.75	1.8%	22%	False	True	3,525
10	102.67	96.68	5.99	6.1%	1.63	1.7%	22%	False	True	3,857

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	115.53
2.618	109.67
1.618	106.08
1.000	103.86
0.618	102.49
HIGH	100.27
0.618	98.90
0.500	98.48
0.382	98.05
LOW	96.68
0.618	94.46
1.000	93.09
1.618	90.87
2.618	87.28
4.250	81.42

Fisher Pivots for day following 01-Aug-2011
Pivot	1 day	3 day
R1	98.48	98.72
PP	98.32	98.48
S1	98.16	98.24

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