NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 101.30 99.59 -1.71 -1.7% 93.77
High 101.71 99.92 -1.79 -1.8% 100.23
Low 99.11 98.30 -0.81 -0.8% 92.77
Close 99.36 99.65 0.29 0.3% 99.68
Range 2.60 1.62 -0.98 -37.7% 7.46
ATR 2.61 2.54 -0.07 -2.7% 0.00
Volume 152,171 141,165 -11,006 -7.2% 863,489
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.15 103.52 100.54
R3 102.53 101.90 100.10
R2 100.91 100.91 99.95
R1 100.28 100.28 99.80 100.60
PP 99.29 99.29 99.29 99.45
S1 98.66 98.66 99.50 98.98
S2 97.67 97.67 99.35
S3 96.05 97.04 99.20
S4 94.43 95.42 98.76
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 98.30 3.47 3.5% 1.83 1.8% 39% False True 124,520
10 101.77 92.70 9.07 9.1% 2.18 2.2% 77% False False 154,038
20 102.56 92.70 9.86 9.9% 2.48 2.5% 70% False False 120,325
40 103.28 90.68 12.60 12.6% 2.64 2.7% 71% False False 87,880
60 103.28 77.57 25.71 25.8% 2.72 2.7% 86% False False 70,130
80 103.28 75.66 27.62 27.7% 2.82 2.8% 87% False False 56,455
100 103.28 75.66 27.62 27.7% 2.83 2.8% 87% False False 46,933
120 103.28 75.66 27.62 27.7% 2.82 2.8% 87% False False 40,025
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.58
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.81
2.618 104.16
1.618 102.54
1.000 101.54
0.618 100.92
HIGH 99.92
0.618 99.30
0.500 99.11
0.382 98.92
LOW 98.30
0.618 97.30
1.000 96.68
1.618 95.68
2.618 94.06
4.250 91.42
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 99.47 100.04
PP 99.29 99.91
S1 99.11 99.78

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

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