NYMEX Light Sweet Crude Oil Future October 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 96.82 98.16 1.34 1.4% 96.90
High 98.52 98.43 -0.09 -0.1% 100.02
Low 96.06 95.47 -0.59 -0.6% 94.50
Close 97.99 96.65 -1.34 -1.4% 97.99
Range 2.46 2.96 0.50 20.3% 5.52
ATR 2.85 2.86 0.01 0.3% 0.00
Volume 53,702 41,594 -12,108 -22.5% 236,285
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.73 104.15 98.28
R3 102.77 101.19 97.46
R2 99.81 99.81 97.19
R1 98.23 98.23 96.92 97.54
PP 96.85 96.85 96.85 96.51
S1 95.27 95.27 96.38 94.58
S2 93.89 93.89 96.11
S3 90.93 92.31 95.84
S4 87.97 89.35 95.02
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.06 111.55 101.03
R3 108.54 106.03 99.51
R2 103.02 103.02 99.00
R1 100.51 100.51 98.50 101.77
PP 97.50 97.50 97.50 98.13
S1 94.99 94.99 97.48 96.25
S2 91.98 91.98 96.98
S3 86.46 89.47 96.47
S4 80.94 83.95 94.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.02 94.50 5.52 5.7% 3.23 3.3% 39% False False 46,502
10 100.27 94.50 5.77 6.0% 2.88 3.0% 37% False False 44,320
20 100.27 90.73 9.54 9.9% 2.67 2.8% 62% False False 40,380
40 104.65 90.73 13.92 14.4% 2.75 2.8% 43% False False 32,060
60 115.58 90.73 24.85 25.7% 3.02 3.1% 24% False False 25,477
80 115.58 90.73 24.85 25.7% 2.74 2.8% 24% False False 21,472
100 115.58 90.73 24.85 25.7% 2.70 2.8% 24% False False 18,985
120 115.58 90.73 24.85 25.7% 2.53 2.6% 24% False False 17,444
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 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.01
2.618 106.18
1.618 103.22
1.000 101.39
0.618 100.26
HIGH 98.43
0.618 97.30
0.500 96.95
0.382 96.60
LOW 95.47
0.618 93.64
1.000 92.51
1.618 90.68
2.618 87.72
4.250 82.89
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 96.95 97.58
PP 96.85 97.27
S1 96.75 96.96

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

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