NYMEX Light Sweet Crude Oil Future November 2011


Trading Metrics calculated at close of trading on 06-Sep-2011
Day Change Summary
Previous Current
02-Sep-2011 06-Sep-2011 Change Change % Previous Week
Open 89.05 86.80 -2.25 -2.5% 85.85
High 89.30 86.86 -2.44 -2.7% 90.18
Low 85.72 83.47 -2.25 -2.6% 85.45
Close 86.74 86.31 -0.43 -0.5% 86.74
Range 3.58 3.39 -0.19 -5.3% 4.73
ATR 3.17 3.18 0.02 0.5% 0.00
Volume 57,489 55,776 -1,713 -3.0% 368,270
Daily Pivots for day following 06-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.72 94.40 88.17
R3 92.33 91.01 87.24
R2 88.94 88.94 86.93
R1 87.62 87.62 86.62 86.59
PP 85.55 85.55 85.55 85.03
S1 84.23 84.23 86.00 83.20
S2 82.16 82.16 85.69
S3 78.77 80.84 85.38
S4 75.38 77.45 84.45
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.65 98.92 89.34
R3 96.92 94.19 88.04
R2 92.19 92.19 87.61
R1 89.46 89.46 87.17 90.83
PP 87.46 87.46 87.46 88.14
S1 84.73 84.73 86.31 86.10
S2 82.73 82.73 85.87
S3 78.00 80.00 85.44
S4 73.27 75.27 84.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.18 83.47 6.71 7.8% 2.64 3.1% 42% False True 76,959
10 90.18 83.30 6.88 8.0% 2.67 3.1% 44% False False 70,051
20 90.18 76.61 13.57 15.7% 3.40 3.9% 71% False False 65,280
40 101.39 76.61 24.78 28.7% 3.24 3.7% 39% False False 50,326
60 101.49 76.61 24.88 28.8% 3.02 3.5% 39% False False 41,414
80 104.85 76.61 28.24 32.7% 2.89 3.3% 34% False False 34,143
100 115.57 76.61 38.96 45.1% 2.98 3.5% 25% False False 28,992
120 115.57 76.61 38.96 45.1% 2.77 3.2% 25% False False 25,452
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 0.66
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.27
2.618 95.74
1.618 92.35
1.000 90.25
0.618 88.96
HIGH 86.86
0.618 85.57
0.500 85.17
0.382 84.76
LOW 83.47
0.618 81.37
1.000 80.08
1.618 77.98
2.618 74.59
4.250 69.06
Fisher Pivots for day following 06-Sep-2011
Pivot 1 day 3 day
R1 85.93 86.83
PP 85.55 86.65
S1 85.17 86.48

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

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