NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 100.40 100.51 0.11 0.1% 99.20
High 101.83 100.80 -1.03 -1.0% 101.30
Low 99.11 98.61 -0.50 -0.5% 96.42
Close 100.88 98.82 -2.06 -2.0% 100.94
Range 2.72 2.19 -0.53 -19.5% 4.88
ATR 2.62 2.59 -0.02 -0.9% 0.00
Volume 45,199 54,049 8,850 19.6% 216,329
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.98 104.59 100.02
R3 103.79 102.40 99.42
R2 101.60 101.60 99.22
R1 100.21 100.21 99.02 99.81
PP 99.41 99.41 99.41 99.21
S1 98.02 98.02 98.62 97.62
S2 97.22 97.22 98.42
S3 95.03 95.83 98.22
S4 92.84 93.64 97.62
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
5 101.83 98.50 3.33 3.4% 2.15 2.2% 10% False False 50,157
10 101.83 96.42 5.41 5.5% 2.51 2.5% 44% False False 49,364
20 101.83 94.72 7.11 7.2% 2.54 2.6% 58% False False 51,653
40 105.10 91.77 13.33 13.5% 2.62 2.7% 53% False False 56,073
60 113.97 91.77 22.20 22.5% 3.08 3.1% 32% False False 54,693
80 115.50 91.77 23.73 24.0% 2.92 3.0% 30% False False 51,225
100 115.50 91.77 23.73 24.0% 2.84 2.9% 30% False False 49,987
120 115.50 91.77 23.73 24.0% 2.77 2.8% 30% False False 51,918
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.11
2.618 106.53
1.618 104.34
1.000 102.99
0.618 102.15
HIGH 100.80
0.618 99.96
0.500 99.71
0.382 99.45
LOW 98.61
0.618 97.26
1.000 96.42
1.618 95.07
2.618 92.88
4.250 89.30
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 99.71 100.22
PP 99.41 99.75
S1 99.12 99.29

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

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