NYMEX Light Sweet Crude Oil Future January 2012


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 101.11 100.84 -0.27 -0.3% 97.50
High 101.94 101.73 -0.21 -0.2% 101.75
Low 99.67 97.71 -1.96 -2.0% 97.13
Close 100.49 98.34 -2.15 -2.1% 100.96
Range 2.27 4.02 1.75 77.1% 4.62
ATR 2.70 2.79 0.09 3.5% 0.00
Volume 297,177 313,602 16,425 5.5% 1,361,707
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 111.32 108.85 100.55
R3 107.30 104.83 99.45
R2 103.28 103.28 99.08
R1 100.81 100.81 98.71 100.04
PP 99.26 99.26 99.26 98.87
S1 96.79 96.79 97.97 96.02
S2 95.24 95.24 97.60
S3 91.22 92.77 97.23
S4 87.20 88.75 96.13
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 97.71 4.73 4.8% 2.30 2.3% 13% False True 252,985
10 102.44 94.99 7.45 7.6% 2.57 2.6% 45% False False 256,640
20 103.37 94.99 8.38 8.5% 2.78 2.8% 40% False False 242,548
40 103.37 83.60 19.77 20.1% 2.88 2.9% 75% False False 163,846
60 103.37 75.35 28.02 28.5% 3.01 3.1% 82% False False 123,338
80 103.37 75.35 28.02 28.5% 2.98 3.0% 82% False False 97,876
100 103.37 75.35 28.02 28.5% 3.00 3.1% 82% False False 80,755
120 103.37 75.35 28.02 28.5% 2.88 2.9% 82% False False 68,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.66
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 118.82
2.618 112.25
1.618 108.23
1.000 105.75
0.618 104.21
HIGH 101.73
0.618 100.19
0.500 99.72
0.382 99.25
LOW 97.71
0.618 95.23
1.000 93.69
1.618 91.21
2.618 87.19
4.250 80.63
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 99.72 99.83
PP 99.26 99.33
S1 98.80 98.84

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

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