NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 15-Sep-2011
Day Change Summary
Previous Current
14-Sep-2011 15-Sep-2011 Change Change % Previous Week
Open 90.09 88.91 -1.18 -1.3% 87.03
High 90.41 90.45 0.04 0.0% 90.96
Low 88.40 88.34 -0.06 -0.1% 83.88
Close 89.16 89.81 0.65 0.7% 87.68
Range 2.01 2.11 0.10 5.0% 7.08
ATR 3.11 3.04 -0.07 -2.3% 0.00
Volume 89,046 81,185 -7,861 -8.8% 335,623
Daily Pivots for day following 15-Sep-2011
Classic Woodie Camarilla DeMark
R4 95.86 94.95 90.97
R3 93.75 92.84 90.39
R2 91.64 91.64 90.20
R1 90.73 90.73 90.00 91.19
PP 89.53 89.53 89.53 89.76
S1 88.62 88.62 89.62 89.08
S2 87.42 87.42 89.42
S3 85.31 86.51 89.23
S4 83.20 84.40 88.65
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 108.75 105.29 91.57
R3 101.67 98.21 89.63
R2 94.59 94.59 88.98
R1 91.13 91.13 88.33 92.86
PP 87.51 87.51 87.51 88.37
S1 84.05 84.05 87.03 85.78
S2 80.43 80.43 86.38
S3 73.35 76.97 85.73
S4 66.27 69.89 83.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.72 85.42 5.30 5.9% 2.87 3.2% 83% False False 91,506
10 90.96 83.88 7.08 7.9% 2.89 3.2% 84% False False 86,701
20 90.96 80.15 10.81 12.0% 3.05 3.4% 89% False False 85,832
40 101.83 77.12 24.71 27.5% 3.22 3.6% 51% False False 77,431
60 101.83 77.12 24.71 27.5% 3.04 3.4% 51% False False 70,379
80 105.14 77.12 28.02 31.2% 2.94 3.3% 45% False False 66,606
100 115.50 77.12 38.38 42.7% 3.15 3.5% 33% False False 63,006
120 115.50 77.12 38.38 42.7% 3.01 3.3% 33% False False 59,320
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.55
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.42
2.618 95.97
1.618 93.86
1.000 92.56
0.618 91.75
HIGH 90.45
0.618 89.64
0.500 89.40
0.382 89.15
LOW 88.34
0.618 87.04
1.000 86.23
1.618 84.93
2.618 82.82
4.250 79.37
Fisher Pivots for day following 15-Sep-2011
Pivot 1 day 3 day
R1 89.67 89.68
PP 89.53 89.55
S1 89.40 89.42

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

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