NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 16-Sep-2011
Day Change Summary
Previous Current
15-Sep-2011 16-Sep-2011 Change Change % Previous Week
Open 88.91 89.57 0.66 0.7% 87.00
High 90.45 90.14 -0.31 -0.3% 90.72
Low 88.34 87.50 -0.84 -1.0% 85.42
Close 89.81 88.44 -1.37 -1.5% 88.44
Range 2.11 2.64 0.53 25.1% 5.30
ATR 3.04 3.01 -0.03 -0.9% 0.00
Volume 81,185 93,475 12,290 15.1% 475,316
Daily Pivots for day following 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 96.61 95.17 89.89
R3 93.97 92.53 89.17
R2 91.33 91.33 88.92
R1 89.89 89.89 88.68 89.29
PP 88.69 88.69 88.69 88.40
S1 87.25 87.25 88.20 86.65
S2 86.05 86.05 87.96
S3 83.41 84.61 87.71
S4 80.77 81.97 86.99
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 104.09 101.57 91.36
R3 98.79 96.27 89.90
R2 93.49 93.49 89.41
R1 90.97 90.97 88.93 92.23
PP 88.19 88.19 88.19 88.83
S1 85.67 85.67 87.95 86.93
S2 82.89 82.89 87.47
S3 77.59 80.37 86.98
S4 72.29 75.07 85.53
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 6.0% 2.65 3.0% 57% False False 95,063
10 90.96 83.88 7.08 8.0% 2.99 3.4% 64% False False 88,598
20 90.96 80.15 10.81 12.2% 2.86 3.2% 77% False False 87,093
40 101.83 77.12 24.71 27.9% 3.22 3.6% 46% False False 78,853
60 101.83 77.12 24.71 27.9% 3.04 3.4% 46% False False 71,223
80 105.14 77.12 28.02 31.7% 2.94 3.3% 40% False False 67,303
100 115.50 77.12 38.38 43.4% 3.16 3.6% 29% False False 63,707
120 115.50 77.12 38.38 43.4% 3.01 3.4% 29% False False 59,827
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.36
2.618 97.05
1.618 94.41
1.000 92.78
0.618 91.77
HIGH 90.14
0.618 89.13
0.500 88.82
0.382 88.51
LOW 87.50
0.618 85.87
1.000 84.86
1.618 83.23
2.618 80.59
4.250 76.28
Fisher Pivots for day following 16-Sep-2011
Pivot 1 day 3 day
R1 88.82 88.98
PP 88.69 88.80
S1 88.57 88.62

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

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