NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 100.90 98.86 -2.04 -2.0% 98.80
High 101.60 100.40 -1.20 -1.2% 101.67
Low 97.68 98.23 0.55 0.6% 96.49
Close 98.72 99.94 1.22 1.2% 99.94
Range 3.92 2.17 -1.75 -44.6% 5.18
ATR 2.39 2.37 -0.02 -0.7% 0.00
Volume 5,917 7,903 1,986 33.6% 33,370
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.03 105.16 101.13
R3 103.86 102.99 100.54
R2 101.69 101.69 100.34
R1 100.82 100.82 100.14 101.26
PP 99.52 99.52 99.52 99.74
S1 98.65 98.65 99.74 99.09
S2 97.35 97.35 99.54
S3 95.18 96.48 99.34
S4 93.01 94.31 98.75
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.91 112.60 102.79
R3 109.73 107.42 101.36
R2 104.55 104.55 100.89
R1 102.24 102.24 100.41 103.40
PP 99.37 99.37 99.37 99.94
S1 97.06 97.06 99.47 98.22
S2 94.19 94.19 98.99
S3 89.01 91.88 98.52
S4 83.83 86.70 97.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.67 96.49 5.18 5.2% 2.74 2.7% 67% False False 6,674
10 101.67 96.49 5.18 5.2% 2.42 2.4% 67% False False 6,040
20 101.67 93.29 8.38 8.4% 2.10 2.1% 79% False False 5,277
40 105.34 93.29 12.05 12.1% 2.15 2.1% 55% False False 5,058
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 0.49
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 109.62
2.618 106.08
1.618 103.91
1.000 102.57
0.618 101.74
HIGH 100.40
0.618 99.57
0.500 99.32
0.382 99.06
LOW 98.23
0.618 96.89
1.000 96.06
1.618 94.72
2.618 92.55
4.250 89.01
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 99.73 99.85
PP 99.52 99.76
S1 99.32 99.68

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

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