NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 89.75 90.65 0.90 1.0% 88.05
High 91.22 91.04 -0.18 -0.2% 91.26
Low 89.70 88.97 -0.73 -0.8% 87.54
Close 90.87 89.79 -1.08 -1.2% 89.79
Range 1.52 2.07 0.55 36.2% 3.72
ATR 2.27 2.26 -0.01 -0.6% 0.00
Volume 10,162 3,558 -6,604 -65.0% 38,281
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.14 95.04 90.93
R3 94.07 92.97 90.36
R2 92.00 92.00 90.17
R1 90.90 90.90 89.98 90.42
PP 89.93 89.93 89.93 89.69
S1 88.83 88.83 89.60 88.35
S2 87.86 87.86 89.41
S3 85.79 86.76 89.22
S4 83.72 84.69 88.65
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 100.69 98.96 91.84
R3 96.97 95.24 90.81
R2 93.25 93.25 90.47
R1 91.52 91.52 90.13 92.39
PP 89.53 89.53 89.53 89.96
S1 87.80 87.80 89.45 88.67
S2 85.81 85.81 89.11
S3 82.09 84.08 88.77
S4 78.37 80.36 87.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.26 87.54 3.72 4.1% 1.79 2.0% 60% False False 7,656
10 91.46 85.83 5.63 6.3% 1.92 2.1% 70% False False 6,537
20 91.59 82.84 8.75 9.7% 1.87 2.1% 79% False False 6,371
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.28
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.84
2.618 96.46
1.618 94.39
1.000 93.11
0.618 92.32
HIGH 91.04
0.618 90.25
0.500 90.01
0.382 89.76
LOW 88.97
0.618 87.69
1.000 86.90
1.618 85.62
2.618 83.55
4.250 80.17
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 90.01 90.10
PP 89.93 89.99
S1 89.86 89.89

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

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