NYMEX Light Sweet Crude Oil Future August 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 97.00 97.04 0.04 0.0% 91.16
High 97.79 99.42 1.63 1.7% 95.84
Low 95.90 96.99 1.09 1.1% 89.61
Close 96.65 98.67 2.02 2.1% 94.94
Range 1.89 2.43 0.54 28.6% 6.23
ATR 2.85 2.85 -0.01 -0.2% 0.00
Volume 271,575 314,293 42,718 15.7% 1,358,279
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.65 104.59 100.01
R3 103.22 102.16 99.34
R2 100.79 100.79 99.12
R1 99.73 99.73 98.89 100.26
PP 98.36 98.36 98.36 98.63
S1 97.30 97.30 98.45 97.83
S2 95.93 95.93 98.22
S3 93.50 94.87 98.00
S4 91.07 92.44 97.33
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.15 109.78 98.37
R3 105.92 103.55 96.65
R2 99.69 99.69 96.08
R1 97.32 97.32 95.51 98.51
PP 93.46 93.46 93.46 94.06
S1 91.09 91.09 94.37 92.28
S2 87.23 87.23 93.80
S3 81.00 84.86 93.23
S4 74.77 78.63 91.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.42 93.45 5.97 6.1% 2.27 2.3% 87% True False 269,894
10 99.42 89.61 9.81 9.9% 2.64 2.7% 92% True False 292,669
20 102.95 89.61 13.34 13.5% 2.78 2.8% 68% False False 244,180
40 105.52 89.61 15.91 16.1% 3.02 3.1% 57% False False 156,182
60 115.52 89.61 25.91 26.3% 3.20 3.2% 35% False False 115,555
80 115.52 89.61 25.91 26.3% 2.98 3.0% 35% False False 90,632
100 115.52 89.61 25.91 26.3% 2.91 2.9% 35% False False 77,015
120 115.52 89.61 25.91 26.3% 2.66 2.7% 35% False False 66,599
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.75
2.618 105.78
1.618 103.35
1.000 101.85
0.618 100.92
HIGH 99.42
0.618 98.49
0.500 98.21
0.382 97.92
LOW 96.99
0.618 95.49
1.000 94.56
1.618 93.06
2.618 90.63
4.250 86.66
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 98.52 98.07
PP 98.36 97.48
S1 98.21 96.88

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

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