NYMEX Light Sweet Crude Oil Future December 2011


Trading Metrics calculated at close of trading on 03-Oct-2011
Day Change Summary
Previous Current
30-Sep-2011 03-Oct-2011 Change Change % Previous Week
Open 83.16 78.72 -4.44 -5.3% 79.80
High 83.39 79.83 -3.56 -4.3% 85.00
Low 78.67 76.46 -2.21 -2.8% 77.38
Close 79.33 77.83 -1.50 -1.9% 79.33
Range 4.72 3.37 -1.35 -28.6% 7.62
ATR 3.65 3.63 -0.02 -0.6% 0.00
Volume 131,725 138,992 7,267 5.5% 470,210
Daily Pivots for day following 03-Oct-2011
Classic Woodie Camarilla DeMark
R4 88.15 86.36 79.68
R3 84.78 82.99 78.76
R2 81.41 81.41 78.45
R1 79.62 79.62 78.14 78.83
PP 78.04 78.04 78.04 77.65
S1 76.25 76.25 77.52 75.46
S2 74.67 74.67 77.21
S3 71.30 72.88 76.90
S4 67.93 69.51 75.98
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 103.43 99.00 83.52
R3 95.81 91.38 81.43
R2 88.19 88.19 80.73
R1 83.76 83.76 80.03 82.17
PP 80.57 80.57 80.57 79.77
S1 76.14 76.14 78.63 74.55
S2 72.95 72.95 77.93
S3 65.33 68.52 77.23
S4 57.71 60.90 75.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.00 76.46 8.54 11.0% 4.06 5.2% 16% False True 104,529
10 88.24 76.46 11.78 15.1% 4.00 5.1% 12% False True 100,687
20 90.96 76.46 14.50 18.6% 3.45 4.4% 9% False True 94,468
40 90.96 76.46 14.50 18.6% 3.45 4.4% 9% False True 89,867
60 101.83 76.46 25.37 32.6% 3.29 4.2% 5% False True 77,891
80 104.03 76.46 27.57 35.4% 3.14 4.0% 5% False True 73,375
100 105.14 76.46 28.68 36.8% 3.07 3.9% 5% False True 69,039
120 115.50 76.46 39.04 50.2% 3.17 4.1% 4% False True 65,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.96
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 94.15
2.618 88.65
1.618 85.28
1.000 83.20
0.618 81.91
HIGH 79.83
0.618 78.54
0.500 78.15
0.382 77.75
LOW 76.46
0.618 74.38
1.000 73.09
1.618 71.01
2.618 67.64
4.250 62.14
Fisher Pivots for day following 03-Oct-2011
Pivot 1 day 3 day
R1 78.15 80.33
PP 78.04 79.50
S1 77.94 78.66

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

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