NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 31-Aug-2011
Day Change Summary
Previous Current
30-Aug-2011 31-Aug-2011 Change Change % Previous Week
Open 87.90 89.14 1.24 1.4% 82.52
High 89.48 89.85 0.37 0.4% 86.93
Low 86.77 88.00 1.23 1.4% 81.53
Close 89.19 89.16 -0.03 0.0% 85.70
Range 2.71 1.85 -0.86 -31.7% 5.40
ATR 3.36 3.25 -0.11 -3.2% 0.00
Volume 89,916 111,969 22,053 24.5% 327,739
Daily Pivots for day following 31-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.55 93.71 90.18
R3 92.70 91.86 89.67
R2 90.85 90.85 89.50
R1 90.01 90.01 89.33 90.43
PP 89.00 89.00 89.00 89.22
S1 88.16 88.16 88.99 88.58
S2 87.15 87.15 88.82
S3 85.30 86.31 88.65
S4 83.45 84.46 88.14
Weekly Pivots for week ending 26-Aug-2011
Classic Woodie Camarilla DeMark
R4 100.92 98.71 88.67
R3 95.52 93.31 87.19
R2 90.12 90.12 86.69
R1 87.91 87.91 86.20 89.02
PP 84.72 84.72 84.72 85.27
S1 82.51 82.51 85.21 83.62
S2 79.32 79.32 84.71
S3 73.92 77.11 84.22
S4 68.52 71.71 82.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.85 83.30 6.55 7.3% 2.63 3.0% 89% True False 76,338
10 89.85 79.76 10.09 11.3% 3.24 3.6% 93% True False 67,788
20 93.27 76.61 16.66 18.7% 3.80 4.3% 75% False False 64,785
40 101.39 76.61 24.78 27.8% 3.21 3.6% 51% False False 48,131
60 104.00 76.61 27.39 30.7% 3.00 3.4% 46% False False 39,671
80 105.74 76.61 29.13 32.7% 2.98 3.3% 43% False False 32,380
100 115.57 76.61 38.96 43.7% 2.98 3.3% 32% False False 27,450
120 115.57 76.61 38.96 43.7% 2.78 3.1% 32% False False 24,071
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.88
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 97.71
2.618 94.69
1.618 92.84
1.000 91.70
0.618 90.99
HIGH 89.85
0.618 89.14
0.500 88.93
0.382 88.71
LOW 88.00
0.618 86.86
1.000 86.15
1.618 85.01
2.618 83.16
4.250 80.14
Fisher Pivots for day following 31-Aug-2011
Pivot 1 day 3 day
R1 89.08 88.66
PP 89.00 88.15
S1 88.93 87.65

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

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