NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 99.90 100.15 0.25 0.3% 99.20
High 101.30 101.18 -0.12 -0.1% 101.30
Low 98.50 99.52 1.02 1.0% 96.42
Close 100.25 100.94 0.69 0.7% 100.94
Range 2.80 1.66 -1.14 -40.7% 4.88
ATR 2.78 2.70 -0.08 -2.9% 0.00
Volume 36,609 57,534 20,925 57.2% 216,329
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.53 104.89 101.85
R3 103.87 103.23 101.40
R2 102.21 102.21 101.24
R1 101.57 101.57 101.09 101.89
PP 100.55 100.55 100.55 100.71
S1 99.91 99.91 100.79 100.23
S2 98.89 98.89 100.64
S3 97.23 98.25 100.48
S4 95.57 96.59 100.03
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.19 112.45 103.62
R3 109.31 107.57 102.28
R2 104.43 104.43 101.83
R1 102.69 102.69 101.39 103.56
PP 99.55 99.55 99.55 99.99
S1 97.81 97.81 100.49 98.68
S2 94.67 94.67 100.05
S3 89.79 92.93 99.60
S4 84.91 88.05 98.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.30 96.42 4.88 4.8% 2.49 2.5% 93% False False 43,265
10 101.30 95.50 5.80 5.7% 2.74 2.7% 94% False False 49,847
20 101.30 91.82 9.48 9.4% 2.55 2.5% 96% False False 56,450
40 105.14 91.77 13.37 13.2% 2.62 2.6% 69% False False 56,161
60 115.50 91.77 23.73 23.5% 3.11 3.1% 39% False False 53,924
80 115.50 91.77 23.73 23.5% 2.91 2.9% 39% False False 50,722
100 115.50 91.77 23.73 23.5% 2.84 2.8% 39% False False 50,332
120 115.50 91.77 23.73 23.5% 2.75 2.7% 39% False False 52,095
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 108.24
2.618 105.53
1.618 103.87
1.000 102.84
0.618 102.21
HIGH 101.18
0.618 100.55
0.500 100.35
0.382 100.15
LOW 99.52
0.618 98.49
1.000 97.86
1.618 96.83
2.618 95.17
4.250 92.47
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 100.74 100.55
PP 100.55 100.16
S1 100.35 99.77

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

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