NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 09-Aug-2011
Day Change Summary
Previous Current
08-Aug-2011 09-Aug-2011 Change Change % Previous Week
Open 87.11 83.74 -3.37 -3.9% 99.92
High 87.66 86.00 -1.66 -1.9% 100.27
Low 83.94 79.91 -4.03 -4.8% 86.43
Close 84.77 82.55 -2.22 -2.6% 90.24
Range 3.72 6.09 2.37 63.7% 13.84
ATR 2.64 2.89 0.25 9.3% 0.00
Volume 5,850 5,489 -361 -6.2% 19,224
Daily Pivots for day following 09-Aug-2011
Classic Woodie Camarilla DeMark
R4 101.09 97.91 85.90
R3 95.00 91.82 84.22
R2 88.91 88.91 83.67
R1 85.73 85.73 83.11 84.28
PP 82.82 82.82 82.82 82.09
S1 79.64 79.64 81.99 78.19
S2 76.73 76.73 81.43
S3 70.64 73.55 80.88
S4 64.55 67.46 79.20
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 133.83 125.88 97.85
R3 119.99 112.04 94.05
R2 106.15 106.15 92.78
R1 98.20 98.20 91.51 95.26
PP 92.31 92.31 92.31 90.84
S1 84.36 84.36 88.97 81.42
S2 78.47 78.47 87.70
S3 64.63 70.52 86.43
S4 50.79 56.68 82.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.63 79.91 16.72 20.3% 4.28 5.2% 16% False True 5,230
10 101.66 79.91 21.75 26.3% 3.02 3.7% 12% False True 4,327
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 111.88
2.618 101.94
1.618 95.85
1.000 92.09
0.618 89.76
HIGH 86.00
0.618 83.67
0.500 82.96
0.382 82.24
LOW 79.91
0.618 76.15
1.000 73.82
1.618 70.06
2.618 63.97
4.250 54.03
Fisher Pivots for day following 09-Aug-2011
Pivot 1 day 3 day
R1 82.96 85.40
PP 82.82 84.45
S1 82.69 83.50

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

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