NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 07-Dec-2011
Day Change Summary
Previous Current
06-Dec-2011 07-Dec-2011 Change Change % Previous Week
Open 100.60 101.27 0.67 0.7% 97.50
High 101.56 102.09 0.53 0.5% 101.81
Low 100.37 99.84 -0.53 -0.5% 97.30
Close 101.45 100.68 -0.77 -0.8% 101.09
Range 1.19 2.25 1.06 89.1% 4.51
ATR 2.65 2.62 -0.03 -1.1% 0.00
Volume 51,715 61,846 10,131 19.6% 327,406
Daily Pivots for day following 07-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.62 106.40 101.92
R3 105.37 104.15 101.30
R2 103.12 103.12 101.09
R1 101.90 101.90 100.89 101.39
PP 100.87 100.87 100.87 100.61
S1 99.65 99.65 100.47 99.14
S2 98.62 98.62 100.27
S3 96.37 97.40 100.06
S4 94.12 95.15 99.44
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 113.60 111.85 103.57
R3 109.09 107.34 102.33
R2 104.58 104.58 101.92
R1 102.83 102.83 101.50 103.71
PP 100.07 100.07 100.07 100.50
S1 98.32 98.32 100.68 99.20
S2 95.56 95.56 100.26
S3 91.05 93.81 99.85
S4 86.54 89.30 98.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.56 98.96 3.60 3.6% 1.93 1.9% 48% False False 62,315
10 102.56 95.16 7.40 7.4% 2.36 2.3% 75% False False 64,137
20 103.28 94.39 8.89 8.8% 2.66 2.6% 71% False False 61,940
40 103.28 83.90 19.38 19.2% 2.72 2.7% 87% False False 49,978
60 103.28 75.66 27.62 27.4% 2.86 2.8% 91% False False 39,398
80 103.28 75.66 27.62 27.4% 2.80 2.8% 91% False False 31,895
100 103.28 75.66 27.62 27.4% 2.84 2.8% 91% False False 26,777
120 103.28 75.66 27.62 27.4% 2.71 2.7% 91% False False 23,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.65
2.618 107.98
1.618 105.73
1.000 104.34
0.618 103.48
HIGH 102.09
0.618 101.23
0.500 100.97
0.382 100.70
LOW 99.84
0.618 98.45
1.000 97.59
1.618 96.20
2.618 93.95
4.250 90.28
Fisher Pivots for day following 07-Dec-2011
Pivot 1 day 3 day
R1 100.97 101.20
PP 100.87 101.03
S1 100.78 100.85

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

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