NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 98.39 99.90 1.51 1.5% 97.38
High 100.94 100.64 -0.30 -0.3% 101.08
Low 98.38 96.54 -1.84 -1.9% 96.53
Close 99.87 97.65 -2.22 -2.2% 98.23
Range 2.56 4.10 1.54 60.2% 4.55
ATR 2.76 2.86 0.10 3.5% 0.00
Volume 60,395 57,109 -3,286 -5.4% 219,579
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 110.58 108.21 99.91
R3 106.48 104.11 98.78
R2 102.38 102.38 98.40
R1 100.01 100.01 98.03 99.15
PP 98.28 98.28 98.28 97.84
S1 95.91 95.91 97.27 95.05
S2 94.18 94.18 96.90
S3 90.08 91.81 96.52
S4 85.98 87.71 95.40
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
5 100.94 95.50 5.44 5.6% 3.21 3.3% 40% False False 58,629
10 101.08 95.50 5.58 5.7% 2.67 2.7% 39% False False 53,500
20 101.08 91.77 9.31 9.5% 2.62 2.7% 63% False False 58,012
40 105.14 91.77 13.37 13.7% 2.73 2.8% 44% False False 55,619
60 115.50 91.77 23.73 24.3% 3.10 3.2% 25% False False 52,746
80 115.50 91.77 23.73 24.3% 2.85 2.9% 25% False False 49,872
100 115.50 91.77 23.73 24.3% 2.93 3.0% 25% False False 52,603
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 0.53
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 118.07
2.618 111.37
1.618 107.27
1.000 104.74
0.618 103.17
HIGH 100.64
0.618 99.07
0.500 98.59
0.382 98.11
LOW 96.54
0.618 94.01
1.000 92.44
1.618 89.91
2.618 85.81
4.250 79.12
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 98.59 98.22
PP 98.28 98.03
S1 97.96 97.84

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

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