NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 101.99 101.81 -0.18 -0.2% 100.15
High 102.81 101.88 -0.93 -0.9% 102.35
Low 100.35 99.93 -0.42 -0.4% 97.89
Close 101.94 100.03 -1.91 -1.9% 101.90
Range 2.46 1.95 -0.51 -20.7% 4.46
ATR 2.08 2.07 0.00 -0.2% 0.00
Volume 6,720 7,117 397 5.9% 26,032
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 106.46 105.20 101.10
R3 104.51 103.25 100.57
R2 102.56 102.56 100.39
R1 101.30 101.30 100.21 100.96
PP 100.61 100.61 100.61 100.44
S1 99.35 99.35 99.85 99.01
S2 98.66 98.66 99.67
S3 96.71 97.40 99.49
S4 94.76 95.45 98.96
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 114.09 112.46 104.35
R3 109.63 108.00 103.13
R2 105.17 105.17 102.72
R1 103.54 103.54 102.31 104.36
PP 100.71 100.71 100.71 101.12
S1 99.08 99.08 101.49 99.90
S2 96.25 96.25 101.08
S3 91.79 94.62 100.67
S4 87.33 90.16 99.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.81 99.93 2.88 2.9% 1.81 1.8% 3% False True 6,783
10 102.81 97.89 4.92 4.9% 1.92 1.9% 43% False False 6,249
20 102.81 96.27 6.54 6.5% 1.76 1.8% 57% False False 6,077
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.17
2.618 106.99
1.618 105.04
1.000 103.83
0.618 103.09
HIGH 101.88
0.618 101.14
0.500 100.91
0.382 100.67
LOW 99.93
0.618 98.72
1.000 97.98
1.618 96.77
2.618 94.82
4.250 91.64
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 100.91 101.37
PP 100.61 100.92
S1 100.32 100.48

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

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