NYMEX Light Sweet Crude Oil Future March 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 101.44 99.76 -1.68 -1.7% 93.96
High 101.82 100.07 -1.75 -1.7% 100.38
Low 99.25 98.45 -0.80 -0.8% 93.00
Close 99.51 99.82 0.31 0.3% 99.83
Range 2.57 1.62 -0.95 -37.0% 7.38
ATR 2.55 2.48 -0.07 -2.6% 0.00
Volume 34,297 42,109 7,812 22.8% 207,783
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 104.31 103.68 100.71
R3 102.69 102.06 100.27
R2 101.07 101.07 100.12
R1 100.44 100.44 99.97 100.76
PP 99.45 99.45 99.45 99.60
S1 98.82 98.82 99.67 99.14
S2 97.83 97.83 99.52
S3 96.21 97.20 99.37
S4 94.59 95.58 98.93
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.88 117.23 103.89
R3 112.50 109.85 101.86
R2 105.12 105.12 101.18
R1 102.47 102.47 100.51 103.80
PP 97.74 97.74 97.74 98.40
S1 95.09 95.09 99.15 96.42
S2 90.36 90.36 98.48
S3 82.98 87.71 97.80
S4 75.60 80.33 95.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.88 98.45 3.43 3.4% 1.79 1.8% 40% False True 37,546
10 101.88 92.95 8.93 8.9% 2.13 2.1% 77% False False 41,637
20 102.68 92.95 9.73 9.7% 2.43 2.4% 71% False False 47,340
40 103.20 90.50 12.70 12.7% 2.55 2.6% 73% False False 43,872
60 103.20 77.76 25.44 25.5% 2.63 2.6% 87% False False 38,743
80 103.20 75.90 27.30 27.3% 2.73 2.7% 88% False False 32,718
100 103.20 75.90 27.30 27.3% 2.76 2.8% 88% False False 28,308
120 103.20 75.90 27.30 27.3% 2.72 2.7% 88% False False 24,661
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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.96
2.618 104.31
1.618 102.69
1.000 101.69
0.618 101.07
HIGH 100.07
0.618 99.45
0.500 99.26
0.382 99.07
LOW 98.45
0.618 97.45
1.000 96.83
1.618 95.83
2.618 94.21
4.250 91.57
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 99.63 100.17
PP 99.45 100.05
S1 99.26 99.94

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

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