NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 98.86 100.15 1.29 1.3% 98.80
High 100.40 100.15 -0.25 -0.2% 101.67
Low 98.23 97.55 -0.68 -0.7% 96.49
Close 99.94 98.57 -1.37 -1.4% 99.94
Range 2.17 2.60 0.43 19.8% 5.18
ATR 2.37 2.39 0.02 0.7% 0.00
Volume 7,903 4,010 -3,893 -49.3% 33,370
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.56 105.16 100.00
R3 103.96 102.56 99.29
R2 101.36 101.36 99.05
R1 99.96 99.96 98.81 99.36
PP 98.76 98.76 98.76 98.46
S1 97.36 97.36 98.33 96.76
S2 96.16 96.16 98.09
S3 93.56 94.76 97.86
S4 90.96 92.16 97.14
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 5.3% 2.94 3.0% 40% False False 6,095
10 101.67 96.49 5.18 5.3% 2.53 2.6% 40% False False 5,909
20 101.67 93.29 8.38 8.5% 2.08 2.1% 63% False False 5,342
40 105.34 93.29 12.05 12.2% 2.17 2.2% 44% False False 5,089
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.42
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.20
2.618 106.96
1.618 104.36
1.000 102.75
0.618 101.76
HIGH 100.15
0.618 99.16
0.500 98.85
0.382 98.54
LOW 97.55
0.618 95.94
1.000 94.95
1.618 93.34
2.618 90.74
4.250 86.50
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 98.85 99.58
PP 98.76 99.24
S1 98.66 98.91

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

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