NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 100.15 100.97 0.82 0.8% 99.20
High 101.18 100.97 -0.21 -0.2% 101.30
Low 99.52 99.59 0.07 0.1% 96.42
Close 100.94 100.48 -0.46 -0.5% 100.94
Range 1.66 1.38 -0.28 -16.9% 4.88
ATR 2.70 2.61 -0.09 -3.5% 0.00
Volume 57,534 57,396 -138 -0.2% 216,329
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.49 103.86 101.24
R3 103.11 102.48 100.86
R2 101.73 101.73 100.73
R1 101.10 101.10 100.61 100.73
PP 100.35 100.35 100.35 100.16
S1 99.72 99.72 100.35 99.35
S2 98.97 98.97 100.23
S3 97.59 98.34 100.10
S4 96.21 96.96 99.72
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 97.60 3.70 3.7% 2.18 2.2% 78% False False 46,510
10 101.30 95.50 5.80 5.8% 2.65 2.6% 86% False False 49,920
20 101.30 91.82 9.48 9.4% 2.50 2.5% 91% False False 53,487
40 105.14 91.77 13.37 13.3% 2.61 2.6% 65% False False 56,241
60 115.50 91.77 23.73 23.6% 3.09 3.1% 37% False False 54,112
80 115.50 91.77 23.73 23.6% 2.91 2.9% 37% False False 51,069
100 115.50 91.77 23.73 23.6% 2.83 2.8% 37% False False 50,229
120 115.50 91.77 23.73 23.6% 2.75 2.7% 37% False False 52,050
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 True
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 106.84
2.618 104.58
1.618 103.20
1.000 102.35
0.618 101.82
HIGH 100.97
0.618 100.44
0.500 100.28
0.382 100.12
LOW 99.59
0.618 98.74
1.000 98.21
1.618 97.36
2.618 95.98
4.250 93.73
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 100.41 100.29
PP 100.35 100.09
S1 100.28 99.90

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

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