NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 09-Sep-2011
Day Change Summary
Previous Current
08-Sep-2011 09-Sep-2011 Change Change % Previous Week
Open 91.04 89.04 -2.00 -2.2% 87.53
High 91.46 89.42 -2.04 -2.2% 91.46
Low 90.30 87.34 -2.96 -3.3% 85.83
Close 90.51 88.92 -1.59 -1.8% 88.92
Range 1.16 2.08 0.92 79.3% 5.63
ATR 2.33 2.39 0.06 2.6% 0.00
Volume 4,116 11,042 6,926 168.3% 22,950
Daily Pivots for day following 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 94.80 93.94 90.06
R3 92.72 91.86 89.49
R2 90.64 90.64 89.30
R1 89.78 89.78 89.11 89.17
PP 88.56 88.56 88.56 88.26
S1 87.70 87.70 88.73 87.09
S2 86.48 86.48 88.54
S3 84.40 85.62 88.35
S4 82.32 83.54 87.78
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 105.63 102.90 92.02
R3 100.00 97.27 90.47
R2 94.37 94.37 89.95
R1 91.64 91.64 89.44 93.01
PP 88.74 88.74 88.74 89.42
S1 86.01 86.01 88.40 87.38
S2 83.11 83.11 87.89
S3 77.48 80.38 87.37
S4 71.85 74.75 85.82
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.46 85.83 5.63 6.3% 2.05 2.3% 55% False False 5,419
10 91.59 85.83 5.76 6.5% 1.66 1.9% 54% False False 5,897
20 91.59 82.84 8.75 9.8% 1.96 2.2% 69% False False 6,016
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 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.26
2.618 94.87
1.618 92.79
1.000 91.50
0.618 90.71
HIGH 89.42
0.618 88.63
0.500 88.38
0.382 88.13
LOW 87.34
0.618 86.05
1.000 85.26
1.618 83.97
2.618 81.89
4.250 78.50
Fisher Pivots for day following 09-Sep-2011
Pivot 1 day 3 day
R1 88.74 89.40
PP 88.56 89.24
S1 88.38 89.08

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

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