NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 25-Jul-2011
Day Change Summary
Previous Current
22-Jul-2011 25-Jul-2011 Change Change % Previous Week
Open 101.33 100.45 -0.88 -0.9% 100.15
High 101.67 101.39 -0.28 -0.3% 101.95
Low 100.30 100.28 -0.02 0.0% 97.55
Close 101.60 101.22 -0.38 -0.4% 101.60
Range 1.37 1.11 -0.26 -19.0% 4.40
ATR 2.33 2.25 -0.07 -3.1% 0.00
Volume 4,726 6,138 1,412 29.9% 19,888
Daily Pivots for day following 25-Jul-2011
Classic Woodie Camarilla DeMark
R4 104.29 103.87 101.83
R3 103.18 102.76 101.53
R2 102.07 102.07 101.42
R1 101.65 101.65 101.32 101.86
PP 100.96 100.96 100.96 101.07
S1 100.54 100.54 101.12 100.75
S2 99.85 99.85 101.02
S3 98.74 99.43 100.91
S4 97.63 98.32 100.61
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 98.90 3.05 3.0% 1.89 1.9% 76% False False 4,403
10 101.95 96.49 5.46 5.4% 2.42 2.4% 87% False False 5,249
20 101.95 93.43 8.52 8.4% 2.11 2.1% 91% False False 5,441
40 105.34 93.29 12.05 11.9% 2.14 2.1% 66% False False 5,300
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.50
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 106.11
2.618 104.30
1.618 103.19
1.000 102.50
0.618 102.08
HIGH 101.39
0.618 100.97
0.500 100.84
0.382 100.70
LOW 100.28
0.618 99.59
1.000 99.17
1.618 98.48
2.618 97.37
4.250 95.56
Fisher Pivots for day following 25-Jul-2011
Pivot 1 day 3 day
R1 101.09 101.03
PP 100.96 100.84
S1 100.84 100.66

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

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