NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 22-Jul-2011
Day Change Summary
Previous Current
21-Jul-2011 22-Jul-2011 Change Change % Previous Week
Open 100.55 101.33 0.78 0.8% 100.15
High 101.95 101.67 -0.28 -0.3% 101.95
Low 99.36 100.30 0.94 0.9% 97.55
Close 101.00 101.60 0.60 0.6% 101.60
Range 2.59 1.37 -1.22 -47.1% 4.40
ATR 2.40 2.33 -0.07 -3.1% 0.00
Volume 3,099 4,726 1,627 52.5% 19,888
Daily Pivots for day following 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 105.30 104.82 102.35
R3 103.93 103.45 101.98
R2 102.56 102.56 101.85
R1 102.08 102.08 101.73 102.32
PP 101.19 101.19 101.19 101.31
S1 100.71 100.71 101.47 100.95
S2 99.82 99.82 101.35
S3 98.45 99.34 101.22
S4 97.08 97.97 100.85
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 113.57 111.98 104.02
R3 109.17 107.58 102.81
R2 104.77 104.77 102.41
R1 103.18 103.18 102.00 103.98
PP 100.37 100.37 100.37 100.76
S1 98.78 98.78 101.20 99.58
S2 95.97 95.97 100.79
S3 91.57 94.38 100.39
S4 87.17 89.98 99.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.95 97.55 4.40 4.3% 2.19 2.2% 92% False False 3,977
10 101.95 96.49 5.46 5.4% 2.46 2.4% 94% False False 5,325
20 101.95 93.29 8.66 8.5% 2.10 2.1% 96% False False 5,458
40 105.34 93.29 12.05 11.9% 2.15 2.1% 69% False False 5,211
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 107.49
2.618 105.26
1.618 103.89
1.000 103.04
0.618 102.52
HIGH 101.67
0.618 101.15
0.500 100.99
0.382 100.82
LOW 100.30
0.618 99.45
1.000 98.93
1.618 98.08
2.618 96.71
4.250 94.48
Fisher Pivots for day following 22-Jul-2011
Pivot 1 day 3 day
R1 101.40 101.25
PP 101.19 100.89
S1 100.99 100.54

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

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