NYMEX Light Sweet Crude Oil Future September 2011


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 85.55 85.59 0.04 0.0% 85.71
High 87.37 88.05 0.68 0.8% 87.37
Low 84.02 84.40 0.38 0.5% 75.71
Close 85.38 87.88 2.50 2.9% 85.38
Range 3.35 3.65 0.30 9.0% 11.66
ATR 3.79 3.78 -0.01 -0.3% 0.00
Volume 321,538 260,272 -61,266 -19.1% 2,290,331
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 97.73 96.45 89.89
R3 94.08 92.80 88.88
R2 90.43 90.43 88.55
R1 89.15 89.15 88.21 89.79
PP 86.78 86.78 86.78 87.10
S1 85.50 85.50 87.55 86.14
S2 83.13 83.13 87.21
S3 79.48 81.85 86.88
S4 75.83 78.20 85.87
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 117.80 113.25 91.79
R3 106.14 101.59 88.59
R2 94.48 94.48 87.52
R1 89.93 89.93 86.45 86.38
PP 82.82 82.82 82.82 81.04
S1 78.27 78.27 84.31 74.72
S2 71.16 71.16 83.24
S3 59.50 66.61 82.17
S4 47.84 54.95 78.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.05 75.71 12.34 14.0% 4.58 5.2% 99% True False 414,399
10 95.68 75.71 19.97 22.7% 4.56 5.2% 61% False False 410,172
20 100.62 75.71 24.91 28.3% 3.56 4.0% 49% False False 340,367
40 100.62 75.71 24.91 28.3% 3.15 3.6% 49% False False 219,122
60 104.31 75.71 28.60 32.5% 3.09 3.5% 43% False False 165,259
80 115.63 75.71 39.92 45.4% 3.26 3.7% 30% False False 131,665
100 115.63 75.71 39.92 45.4% 3.03 3.4% 30% False False 109,036
120 115.63 75.71 39.92 45.4% 2.98 3.4% 30% False False 94,017
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 1.06
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.56
2.618 97.61
1.618 93.96
1.000 91.70
0.618 90.31
HIGH 88.05
0.618 86.66
0.500 86.23
0.382 85.79
LOW 84.40
0.618 82.14
1.000 80.75
1.618 78.49
2.618 74.84
4.250 68.89
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 87.33 86.77
PP 86.78 85.65
S1 86.23 84.54

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

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