NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 99.90 98.21 -1.69 -1.7% 101.60
High 99.92 101.60 1.68 1.7% 102.68
Low 97.94 98.03 0.09 0.1% 97.78
Close 98.18 100.48 2.30 2.3% 99.75
Range 1.98 3.57 1.59 80.3% 4.90
ATR 2.58 2.65 0.07 2.7% 0.00
Volume 55,664 53,778 -1,886 -3.4% 253,003
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 110.75 109.18 102.44
R3 107.18 105.61 101.46
R2 103.61 103.61 101.13
R1 102.04 102.04 100.81 102.83
PP 100.04 100.04 100.04 100.43
S1 98.47 98.47 100.15 99.26
S2 96.47 96.47 99.83
S3 92.90 94.90 99.50
S4 89.33 91.33 98.52
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.77 112.16 102.45
R3 109.87 107.26 101.10
R2 104.97 104.97 100.65
R1 102.36 102.36 100.20 101.22
PP 100.07 100.07 100.07 99.50
S1 97.46 97.46 99.30 96.32
S2 95.17 95.17 98.85
S3 90.27 92.56 98.40
S4 85.37 87.66 97.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.28 97.78 4.50 4.5% 2.83 2.8% 60% False False 58,547
10 102.68 97.78 4.90 4.9% 2.42 2.4% 55% False False 49,510
20 103.20 95.30 7.90 7.9% 2.71 2.7% 66% False False 47,528
40 103.20 84.69 18.51 18.4% 2.69 2.7% 85% False False 40,541
60 103.20 75.90 27.30 27.2% 2.82 2.8% 90% False False 33,087
80 103.20 75.90 27.30 27.2% 2.70 2.7% 90% False False 28,032
100 103.20 75.90 27.30 27.2% 2.81 2.8% 90% False False 24,082
120 103.20 75.90 27.30 27.2% 2.62 2.6% 90% False False 21,041
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 True
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.77
2.618 110.95
1.618 107.38
1.000 105.17
0.618 103.81
HIGH 101.60
0.618 100.24
0.500 99.82
0.382 99.39
LOW 98.03
0.618 95.82
1.000 94.46
1.618 92.25
2.618 88.68
4.250 82.86
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 100.26 100.22
PP 100.04 99.95
S1 99.82 99.69

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

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