NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 21-Jul-2011
Day Change Summary
Previous Current
20-Jul-2011 21-Jul-2011 Change Change % Previous Week
Open 99.35 99.40 0.05 0.1% 97.61
High 100.19 100.89 0.70 0.7% 100.40
Low 97.78 98.03 0.25 0.3% 95.00
Close 99.22 99.85 0.63 0.6% 98.46
Range 2.41 2.86 0.45 18.7% 5.40
ATR 2.72 2.73 0.01 0.4% 0.00
Volume 21,840 25,907 4,067 18.6% 161,585
Daily Pivots for day following 21-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.17 106.87 101.42
R3 105.31 104.01 100.64
R2 102.45 102.45 100.37
R1 101.15 101.15 100.11 101.80
PP 99.59 99.59 99.59 99.92
S1 98.29 98.29 99.59 98.94
S2 96.73 96.73 99.33
S3 93.87 95.43 99.06
S4 91.01 92.57 98.28
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.15 111.71 101.43
R3 108.75 106.31 99.95
R2 103.35 103.35 99.45
R1 100.91 100.91 98.96 102.13
PP 97.95 97.95 97.95 98.57
S1 95.51 95.51 97.97 96.73
S2 92.55 92.55 97.47
S3 87.15 90.11 96.98
S4 81.75 84.71 95.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.89 95.92 4.97 5.0% 2.56 2.6% 79% True False 25,535
10 100.89 95.00 5.89 5.9% 2.87 2.9% 82% True False 29,373
20 100.89 91.35 9.54 9.6% 2.63 2.6% 89% True False 27,875
40 104.85 91.35 13.50 13.5% 2.59 2.6% 63% False False 21,662
60 115.57 91.35 24.22 24.3% 2.96 3.0% 35% False False 17,514
80 115.57 91.35 24.22 24.3% 2.66 2.7% 35% False False 15,081
100 115.57 91.35 24.22 24.3% 2.54 2.5% 35% False False 13,658
120 115.57 91.35 24.22 24.3% 2.42 2.4% 35% False False 12,895
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.05
2.618 108.38
1.618 105.52
1.000 103.75
0.618 102.66
HIGH 100.89
0.618 99.80
0.500 99.46
0.382 99.12
LOW 98.03
0.618 96.26
1.000 95.17
1.618 93.40
2.618 90.54
4.250 85.88
Fisher Pivots for day following 21-Jul-2011
Pivot 1 day 3 day
R1 99.72 99.58
PP 99.59 99.32
S1 99.46 99.05

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

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