NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 17-Aug-2011
Day Change Summary
Previous Current
16-Aug-2011 17-Aug-2011 Change Change % Previous Week
Open 90.07 89.73 -0.34 -0.4% 87.11
High 90.26 91.11 0.85 0.9% 89.42
Low 88.34 89.54 1.20 1.4% 79.91
Close 89.04 89.85 0.81 0.9% 88.00
Range 1.92 1.57 -0.35 -18.2% 9.51
ATR 2.78 2.73 -0.05 -1.8% 0.00
Volume 2,698 6,818 4,120 152.7% 31,916
Daily Pivots for day following 17-Aug-2011
Classic Woodie Camarilla DeMark
R4 94.88 93.93 90.71
R3 93.31 92.36 90.28
R2 91.74 91.74 90.14
R1 90.79 90.79 89.99 91.27
PP 90.17 90.17 90.17 90.40
S1 89.22 89.22 89.71 89.70
S2 88.60 88.60 89.56
S3 87.03 87.65 89.42
S4 85.46 86.08 88.99
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 91.11 84.87 6.24 6.9% 1.92 2.1% 80% True False 6,207
10 94.76 79.91 14.85 16.5% 3.19 3.5% 67% False False 5,904
20 102.67 79.91 22.76 25.3% 2.44 2.7% 44% False False 4,783
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 0.68
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.78
2.618 95.22
1.618 93.65
1.000 92.68
0.618 92.08
HIGH 91.11
0.618 90.51
0.500 90.33
0.382 90.14
LOW 89.54
0.618 88.57
1.000 87.97
1.618 87.00
2.618 85.43
4.250 82.87
Fisher Pivots for day following 17-Aug-2011
Pivot 1 day 3 day
R1 90.33 89.81
PP 90.17 89.77
S1 90.01 89.73

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

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