NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 89.55 89.75 0.20 0.2% 87.53
High 90.75 91.22 0.47 0.5% 91.46
Low 89.15 89.70 0.55 0.6% 85.83
Close 90.13 90.87 0.74 0.8% 88.92
Range 1.60 1.52 -0.08 -5.0% 5.63
ATR 2.33 2.27 -0.06 -2.5% 0.00
Volume 8,321 10,162 1,841 22.1% 22,950
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.16 94.53 91.71
R3 93.64 93.01 91.29
R2 92.12 92.12 91.15
R1 91.49 91.49 91.01 91.81
PP 90.60 90.60 90.60 90.75
S1 89.97 89.97 90.73 90.29
S2 89.08 89.08 90.59
S3 87.56 88.45 90.45
S4 86.04 86.93 90.03
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 91.26 87.34 3.92 4.3% 1.79 2.0% 90% False False 9,153
10 91.56 85.83 5.73 6.3% 1.83 2.0% 88% False False 7,677
20 91.59 82.84 8.75 9.6% 1.96 2.2% 92% False False 6,317
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 False
Bull Hook False
Stretch 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.68
2.618 95.20
1.618 93.68
1.000 92.74
0.618 92.16
HIGH 91.22
0.618 90.64
0.500 90.46
0.382 90.28
LOW 89.70
0.618 88.76
1.000 88.18
1.618 87.24
2.618 85.72
4.250 83.24
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 90.73 90.65
PP 90.60 90.43
S1 90.46 90.21

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

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