NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 100.51 98.53 -1.98 -2.0% 99.20
High 100.80 99.30 -1.50 -1.5% 101.30
Low 98.61 97.77 -0.84 -0.9% 96.42
Close 98.82 98.82 0.00 0.0% 100.94
Range 2.19 1.53 -0.66 -30.1% 4.88
ATR 2.59 2.52 -0.08 -2.9% 0.00
Volume 54,049 43,799 -10,250 -19.0% 216,329
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 103.22 102.55 99.66
R3 101.69 101.02 99.24
R2 100.16 100.16 99.10
R1 99.49 99.49 98.96 99.83
PP 98.63 98.63 98.63 98.80
S1 97.96 97.96 98.68 98.30
S2 97.10 97.10 98.54
S3 95.57 96.43 98.40
S4 94.04 94.90 97.98
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 97.77 4.06 4.1% 1.90 1.9% 26% False True 51,595
10 101.83 96.42 5.41 5.5% 2.25 2.3% 44% False False 48,033
20 101.83 95.50 6.33 6.4% 2.46 2.5% 52% False False 50,767
40 104.20 91.77 12.43 12.6% 2.58 2.6% 57% False False 56,045
60 112.16 91.77 20.39 20.6% 3.06 3.1% 35% False False 54,923
80 115.50 91.77 23.73 24.0% 2.92 3.0% 30% False False 51,312
100 115.50 91.77 23.73 24.0% 2.83 2.9% 30% False False 49,695
120 115.50 91.77 23.73 24.0% 2.77 2.8% 30% False False 51,839
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 True
Bear Hook False
Bull Hook False
Stretch 0.63
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.80
2.618 103.31
1.618 101.78
1.000 100.83
0.618 100.25
HIGH 99.30
0.618 98.72
0.500 98.54
0.382 98.35
LOW 97.77
0.618 96.82
1.000 96.24
1.618 95.29
2.618 93.76
4.250 91.27
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 98.73 99.80
PP 98.63 99.47
S1 98.54 99.15

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

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