NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 27-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 27-Dec-2011 Change Change % Previous Week
Open 99.48 99.92 0.44 0.4% 93.77
High 100.23 101.77 1.54 1.5% 100.23
Low 99.24 99.37 0.13 0.1% 92.77
Close 99.68 101.34 1.66 1.7% 99.68
Range 0.99 2.40 1.41 142.4% 7.46
ATR 2.63 2.61 -0.02 -0.6% 0.00
Volume 79,010 108,981 29,971 37.9% 863,489
Daily Pivots for day following 27-Dec-2011
Classic Woodie Camarilla DeMark
R4 108.03 107.08 102.66
R3 105.63 104.68 102.00
R2 103.23 103.23 101.78
R1 102.28 102.28 101.56 102.76
PP 100.83 100.83 100.83 101.06
S1 99.88 99.88 101.12 100.36
S2 98.43 98.43 100.90
S3 96.03 97.48 100.68
S4 93.63 95.08 100.02
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.94 117.27 103.78
R3 112.48 109.81 101.73
R2 105.02 105.02 101.05
R1 102.35 102.35 100.36 103.69
PP 97.56 97.56 97.56 98.23
S1 94.89 94.89 99.00 96.23
S2 90.10 90.10 98.31
S3 82.64 87.43 97.63
S4 75.18 79.97 95.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.77 94.24 7.53 7.4% 2.15 2.1% 94% True False 153,376
10 101.77 92.70 9.07 9.0% 2.72 2.7% 95% True False 149,468
20 102.56 92.70 9.86 9.7% 2.55 2.5% 88% False False 112,805
40 103.28 88.96 14.32 14.1% 2.68 2.6% 86% False False 81,817
60 103.28 75.66 27.62 27.3% 2.74 2.7% 93% False False 65,959
80 103.28 75.66 27.62 27.3% 2.85 2.8% 93% False False 52,998
100 103.28 75.66 27.62 27.3% 2.88 2.8% 93% False False 44,144
120 103.28 75.66 27.62 27.3% 2.83 2.8% 93% False False 37,711
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 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.97
2.618 108.05
1.618 105.65
1.000 104.17
0.618 103.25
HIGH 101.77
0.618 100.85
0.500 100.57
0.382 100.29
LOW 99.37
0.618 97.89
1.000 96.97
1.618 95.49
2.618 93.09
4.250 89.17
Fisher Pivots for day following 27-Dec-2011
Pivot 1 day 3 day
R1 101.08 100.94
PP 100.83 100.54
S1 100.57 100.14

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

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