NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 98.93 100.61 1.68 1.7% 97.38
High 101.08 100.94 -0.14 -0.1% 101.08
Low 98.66 97.60 -1.06 -1.1% 96.53
Close 100.52 98.23 -2.29 -2.3% 98.23
Range 2.42 3.34 0.92 38.0% 4.55
ATR 2.69 2.73 0.05 1.7% 0.00
Volume 51,510 74,566 23,056 44.8% 219,579
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 108.94 106.93 100.07
R3 105.60 103.59 99.15
R2 102.26 102.26 98.84
R1 100.25 100.25 98.54 99.59
PP 98.92 98.92 98.92 98.59
S1 96.91 96.91 97.92 96.25
S2 95.58 95.58 97.62
S3 92.24 93.57 97.31
S4 88.90 90.23 96.39
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 112.26 109.80 100.73
R3 107.71 105.25 99.48
R2 103.16 103.16 99.06
R1 100.70 100.70 98.65 101.93
PP 98.61 98.61 98.61 99.23
S1 96.15 96.15 97.81 97.38
S2 94.06 94.06 97.40
S3 89.51 91.60 96.98
S4 84.96 87.05 95.73
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 5.5% 2.45 2.5% 47% False False 53,259
10 101.08 91.82 9.26 9.4% 2.35 2.4% 69% False False 63,053
20 104.03 91.77 12.26 12.5% 2.72 2.8% 53% False False 59,826
40 105.14 91.77 13.37 13.6% 2.75 2.8% 48% False False 55,761
60 115.50 91.77 23.73 24.2% 3.05 3.1% 27% False False 52,743
80 115.50 91.77 23.73 24.2% 2.86 2.9% 27% False False 49,310
100 115.50 91.77 23.73 24.2% 2.87 2.9% 27% False False 52,512
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 115.14
2.618 109.68
1.618 106.34
1.000 104.28
0.618 103.00
HIGH 100.94
0.618 99.66
0.500 99.27
0.382 98.88
LOW 97.60
0.618 95.54
1.000 94.26
1.618 92.20
2.618 88.86
4.250 83.41
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 99.27 99.34
PP 98.92 98.97
S1 98.58 98.60

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

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