NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 01-Nov-2011
Day Change Summary
Previous Current
31-Oct-2011 01-Nov-2011 Change Change % Previous Week
Open 92.48 90.26 -2.22 -2.4% 88.75
High 92.94 90.98 -1.96 -2.1% 93.62
Low 91.28 88.58 -2.70 -3.0% 88.04
Close 92.71 91.52 -1.19 -1.3% 92.90
Range 1.66 2.40 0.74 44.6% 5.58
ATR 2.68 2.78 0.10 3.9% 0.00
Volume 12,506 6,044 -6,462 -51.7% 89,161
Daily Pivots for day following 01-Nov-2011
Classic Woodie Camarilla DeMark
R4 97.56 96.94 92.84
R3 95.16 94.54 92.18
R2 92.76 92.76 91.96
R1 92.14 92.14 91.74 92.45
PP 90.36 90.36 90.36 90.52
S1 89.74 89.74 91.30 90.05
S2 87.96 87.96 91.08
S3 85.56 87.34 90.86
S4 83.16 84.94 90.20
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 108.26 106.16 95.97
R3 102.68 100.58 94.43
R2 97.10 97.10 93.92
R1 95.00 95.00 93.41 96.05
PP 91.52 91.52 91.52 92.05
S1 89.42 89.42 92.39 90.47
S2 85.94 85.94 91.88
S3 80.36 83.84 91.37
S4 74.78 78.26 89.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.62 88.58 5.04 5.5% 2.23 2.4% 58% False True 14,819
10 93.62 84.95 8.67 9.5% 2.51 2.7% 76% False False 12,885
20 93.62 78.34 15.28 16.7% 2.47 2.7% 86% False False 11,298
40 93.62 76.44 17.18 18.8% 2.53 2.8% 88% False False 8,816
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.62
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.18
2.618 97.26
1.618 94.86
1.000 93.38
0.618 92.46
HIGH 90.98
0.618 90.06
0.500 89.78
0.382 89.50
LOW 88.58
0.618 87.10
1.000 86.18
1.618 84.70
2.618 82.30
4.250 78.38
Fisher Pivots for day following 01-Nov-2011
Pivot 1 day 3 day
R1 90.94 91.30
PP 90.36 91.08
S1 89.78 90.86

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

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