NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 05-Aug-2011
Day Change Summary
Previous Current
04-Aug-2011 05-Aug-2011 Change Change % Previous Week
Open 91.94 86.50 -5.44 -5.9% 96.20
High 92.59 88.32 -4.27 -4.6% 98.60
Low 86.04 82.87 -3.17 -3.7% 82.87
Close 86.63 86.88 0.25 0.3% 86.88
Range 6.55 5.45 -1.10 -16.8% 15.73
ATR 3.03 3.20 0.17 5.7% 0.00
Volume 510,112 395,141 -114,971 -22.5% 1,932,583
Daily Pivots for day following 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 102.37 100.08 89.88
R3 96.92 94.63 88.38
R2 91.47 91.47 87.88
R1 89.18 89.18 87.38 90.33
PP 86.02 86.02 86.02 86.60
S1 83.73 83.73 86.38 84.88
S2 80.57 80.57 85.88
S3 75.12 78.28 85.38
S4 69.67 72.83 83.88
Weekly Pivots for week ending 05-Aug-2011
Classic Woodie Camarilla DeMark
R4 136.64 127.49 95.53
R3 120.91 111.76 91.21
R2 105.18 105.18 89.76
R1 96.03 96.03 88.32 92.74
PP 89.45 89.45 89.45 87.81
S1 80.30 80.30 85.44 77.01
S2 73.72 73.72 84.00
S3 57.99 64.57 82.55
S4 42.26 48.84 78.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.60 82.87 15.73 18.1% 4.46 5.1% 25% False True 386,516
10 100.62 82.87 17.75 20.4% 3.28 3.8% 23% False True 321,472
20 100.62 82.87 17.75 20.4% 3.07 3.5% 23% False True 256,750
40 103.08 82.87 20.21 23.3% 2.95 3.4% 20% False True 165,838
60 104.31 82.87 21.44 24.7% 2.94 3.4% 19% False True 126,120
80 115.63 82.87 32.76 37.7% 3.10 3.6% 12% False True 101,580
100 115.63 82.87 32.76 37.7% 2.90 3.3% 12% False True 84,299
120 115.63 82.87 32.76 37.7% 2.87 3.3% 12% False True 73,601
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 0.89
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.48
2.618 102.59
1.618 97.14
1.000 93.77
0.618 91.69
HIGH 88.32
0.618 86.24
0.500 85.60
0.382 84.95
LOW 82.87
0.618 79.50
1.000 77.42
1.618 74.05
2.618 68.60
4.250 59.71
Fisher Pivots for day following 05-Aug-2011
Pivot 1 day 3 day
R1 86.45 88.31
PP 86.02 87.83
S1 85.60 87.36

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

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