NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 08-Sep-2011
Day Change Summary
Previous Current
07-Sep-2011 08-Sep-2011 Change Change % Previous Week
Open 87.11 90.49 3.38 3.9% 86.20
High 90.96 90.64 -0.32 -0.4% 90.56
Low 86.85 88.82 1.97 2.3% 85.85
Close 89.86 89.49 -0.37 -0.4% 87.13
Range 4.11 1.82 -2.29 -55.7% 4.71
ATR 3.25 3.15 -0.10 -3.1% 0.00
Volume 93,792 109,447 15,655 16.7% 458,621
Daily Pivots for day following 08-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.11 94.12 90.49
R3 93.29 92.30 89.99
R2 91.47 91.47 89.82
R1 90.48 90.48 89.66 90.07
PP 89.65 89.65 89.65 89.44
S1 88.66 88.66 89.32 88.25
S2 87.83 87.83 89.16
S3 86.01 86.84 88.99
S4 84.19 85.02 88.49
Weekly Pivots for week ending 02-Sep-2011
Classic Woodie Camarilla DeMark
R4 101.98 99.26 89.72
R3 97.27 94.55 88.43
R2 92.56 92.56 87.99
R1 89.84 89.84 87.56 91.20
PP 87.85 87.85 87.85 88.53
S1 85.13 85.13 86.70 86.49
S2 83.14 83.14 86.27
S3 78.43 80.42 85.83
S4 73.72 75.71 84.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.96 83.88 7.08 7.9% 2.90 3.2% 79% False False 81,897
10 90.96 83.72 7.24 8.1% 2.75 3.1% 80% False False 87,360
20 90.96 80.15 10.81 12.1% 3.13 3.5% 86% False False 83,476
40 101.83 77.12 24.71 27.6% 3.22 3.6% 50% False False 72,065
60 101.83 77.12 24.71 27.6% 3.05 3.4% 50% False False 67,269
80 105.14 77.12 28.02 31.3% 2.96 3.3% 44% False False 63,720
100 115.50 77.12 38.38 42.9% 3.13 3.5% 32% False False 60,256
120 115.50 77.12 38.38 42.9% 2.95 3.3% 32% False False 57,167
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.38
2.618 95.40
1.618 93.58
1.000 92.46
0.618 91.76
HIGH 90.64
0.618 89.94
0.500 89.73
0.382 89.52
LOW 88.82
0.618 87.70
1.000 87.00
1.618 85.88
2.618 84.06
4.250 81.09
Fisher Pivots for day following 08-Sep-2011
Pivot 1 day 3 day
R1 89.73 88.80
PP 89.65 88.11
S1 89.57 87.42

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

View Archives - Comment on this page... - Back to Index of Symbols