NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 90.11 86.55 -3.56 -4.0% 86.36
High 90.18 89.52 -0.66 -0.7% 91.05
Low 86.74 86.04 -0.70 -0.8% 84.71
Close 88.18 88.82 0.64 0.7% 88.18
Range 3.44 3.48 0.04 1.2% 6.34
ATR 2.82 2.87 0.05 1.7% 0.00
Volume 16,236 15,285 -951 -5.9% 39,774
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 98.57 97.17 90.73
R3 95.09 93.69 89.78
R2 91.61 91.61 89.46
R1 90.21 90.21 89.14 90.91
PP 88.13 88.13 88.13 88.48
S1 86.73 86.73 88.50 87.43
S2 84.65 84.65 88.18
S3 81.17 83.25 87.86
S4 77.69 79.77 86.91
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 107.00 103.93 91.67
R3 100.66 97.59 89.92
R2 94.32 94.32 89.34
R1 91.25 91.25 88.76 92.79
PP 87.98 87.98 87.98 88.75
S1 84.91 84.91 87.60 86.45
S2 81.64 81.64 87.02
S3 75.30 78.57 86.44
S4 68.96 72.23 84.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.05 84.71 6.34 7.1% 2.98 3.4% 65% False False 11,011
10 91.05 84.71 6.34 7.1% 2.56 2.9% 65% False False 10,665
20 91.05 81.69 9.36 10.5% 2.70 3.0% 76% False False 9,292
40 102.42 78.59 23.83 26.8% 2.82 3.2% 43% False False 7,642
60 102.42 78.59 23.83 26.8% 2.58 2.9% 43% False False 6,854
80 105.34 78.59 26.75 30.1% 2.48 2.8% 38% False False 6,350
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 False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 104.31
2.618 98.63
1.618 95.15
1.000 93.00
0.618 91.67
HIGH 89.52
0.618 88.19
0.500 87.78
0.382 87.37
LOW 86.04
0.618 83.89
1.000 82.56
1.618 80.41
2.618 76.93
4.250 71.25
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 88.47 88.71
PP 88.13 88.61
S1 87.78 88.50

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

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