NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 05-Dec-2011
Day Change Summary
Previous Current
02-Dec-2011 05-Dec-2011 Change Change % Previous Week
Open 100.00 101.23 1.23 1.2% 97.50
High 101.56 102.44 0.88 0.9% 101.75
Low 99.76 100.24 0.48 0.5% 97.13
Close 100.96 100.99 0.03 0.0% 100.96
Range 1.80 2.20 0.40 22.2% 4.62
ATR 2.90 2.85 -0.05 -1.7% 0.00
Volume 230,624 221,915 -8,709 -3.8% 1,361,707
Daily Pivots for day following 05-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.82 106.61 102.20
R3 105.62 104.41 101.60
R2 103.42 103.42 101.39
R1 102.21 102.21 101.19 101.72
PP 101.22 101.22 101.22 100.98
S1 100.01 100.01 100.79 99.52
S2 99.02 99.02 100.59
S3 96.82 97.81 100.39
S4 94.62 95.61 99.78
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.81 112.00 103.50
R3 109.19 107.38 102.23
R2 104.57 104.57 101.81
R1 102.76 102.76 101.38 103.67
PP 99.95 99.95 99.95 100.40
S1 98.14 98.14 100.54 99.05
S2 95.33 95.33 100.11
S3 90.71 93.52 99.69
S4 86.09 88.90 98.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.44 97.23 5.21 5.2% 2.41 2.4% 72% True False 257,452
10 102.44 94.99 7.45 7.4% 2.55 2.5% 81% True False 258,843
20 103.37 93.14 10.23 10.1% 2.81 2.8% 77% False False 217,646
40 103.37 83.12 20.25 20.1% 2.88 2.9% 88% False False 148,366
60 103.37 75.35 28.02 27.7% 3.03 3.0% 92% False False 111,337
80 103.37 75.35 28.02 27.7% 3.00 3.0% 92% False False 88,529
100 103.37 75.35 28.02 27.7% 2.99 3.0% 92% False False 72,901
120 103.37 75.35 28.02 27.7% 2.86 2.8% 92% False False 62,252
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.79
2.618 108.20
1.618 106.00
1.000 104.64
0.618 103.80
HIGH 102.44
0.618 101.60
0.500 101.34
0.382 101.08
LOW 100.24
0.618 98.88
1.000 98.04
1.618 96.68
2.618 94.48
4.250 90.89
Fisher Pivots for day following 05-Dec-2011
Pivot 1 day 3 day
R1 101.34 100.88
PP 101.22 100.77
S1 101.11 100.66

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

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