NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 15-Aug-2011
Day Change Summary
Previous Current
12-Aug-2011 15-Aug-2011 Change Change % Previous Week
Open 89.42 89.47 0.05 0.1% 87.11
High 89.42 90.37 0.95 1.1% 89.42
Low 87.79 89.34 1.55 1.8% 79.91
Close 88.00 90.34 2.34 2.7% 88.00
Range 1.63 1.03 -0.60 -36.8% 9.51
ATR 2.87 2.84 -0.04 -1.2% 0.00
Volume 9,919 5,386 -4,533 -45.7% 31,916
Daily Pivots for day following 15-Aug-2011
Classic Woodie Camarilla DeMark
R4 93.11 92.75 90.91
R3 92.08 91.72 90.62
R2 91.05 91.05 90.53
R1 90.69 90.69 90.43 90.87
PP 90.02 90.02 90.02 90.11
S1 89.66 89.66 90.25 89.84
S2 88.99 88.99 90.15
S3 87.96 88.63 90.06
S4 86.93 87.60 89.77
Weekly Pivots for week ending 12-Aug-2011
Classic Woodie Camarilla DeMark
R4 114.31 110.66 93.23
R3 104.80 101.15 90.62
R2 95.29 95.29 89.74
R1 91.64 91.64 88.87 93.47
PP 85.78 85.78 85.78 86.69
S1 82.13 82.13 87.13 83.96
S2 76.27 76.27 86.26
S3 66.76 72.62 85.38
S4 57.25 63.11 82.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.37 79.91 10.46 11.6% 3.04 3.4% 100% True False 6,290
10 98.46 79.91 18.55 20.5% 3.24 3.6% 56% False False 5,479
20 102.67 79.91 22.76 25.2% 2.43 2.7% 46% False False 4,668
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.74
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 94.75
2.618 93.07
1.618 92.04
1.000 91.40
0.618 91.01
HIGH 90.37
0.618 89.98
0.500 89.86
0.382 89.73
LOW 89.34
0.618 88.70
1.000 88.31
1.618 87.67
2.618 86.64
4.250 84.96
Fisher Pivots for day following 15-Aug-2011
Pivot 1 day 3 day
R1 90.18 89.43
PP 90.02 88.53
S1 89.86 87.62

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

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