NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 98.97 98.93 -0.04 0.0% 93.36
High 99.61 101.08 1.47 1.5% 97.78
Low 97.82 98.66 0.84 0.9% 91.82
Close 98.44 100.52 2.08 2.1% 97.14
Range 1.79 2.42 0.63 35.2% 5.96
ATR 2.69 2.69 0.00 -0.1% 0.00
Volume 42,130 51,510 9,380 22.3% 294,296
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 107.35 106.35 101.85
R3 104.93 103.93 101.19
R2 102.51 102.51 100.96
R1 101.51 101.51 100.74 102.01
PP 100.09 100.09 100.09 100.34
S1 99.09 99.09 100.30 99.59
S2 97.67 97.67 100.08
S3 95.25 96.67 99.85
S4 92.83 94.25 99.19
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.46 111.26 100.42
R3 107.50 105.30 98.78
R2 101.54 101.54 98.23
R1 99.34 99.34 97.69 100.44
PP 95.58 95.58 95.58 96.13
S1 93.38 93.38 96.59 94.48
S2 89.62 89.62 96.05
S3 83.66 87.42 95.50
S4 77.70 81.46 93.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.08 95.72 5.36 5.3% 2.13 2.1% 90% True False 48,371
10 101.08 91.77 9.31 9.3% 2.46 2.5% 94% True False 60,375
20 104.20 91.77 12.43 12.4% 2.62 2.6% 70% False False 60,072
40 106.14 91.77 14.37 14.3% 2.85 2.8% 61% False False 55,216
60 115.50 91.77 23.73 23.6% 3.07 3.1% 37% False False 52,154
80 115.50 91.77 23.73 23.6% 2.88 2.9% 37% False False 48,729
100 115.50 91.77 23.73 23.6% 2.86 2.8% 37% False False 52,152
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 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.37
2.618 107.42
1.618 105.00
1.000 103.50
0.618 102.58
HIGH 101.08
0.618 100.16
0.500 99.87
0.382 99.58
LOW 98.66
0.618 97.16
1.000 96.24
1.618 94.74
2.618 92.32
4.250 88.38
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 100.30 99.95
PP 100.09 99.38
S1 99.87 98.81

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

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