NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 101.35 100.48 -0.87 -0.9% 99.05
High 102.24 100.91 -1.33 -1.3% 102.24
Low 100.12 98.02 -2.10 -2.1% 98.02
Close 100.54 98.33 -2.21 -2.2% 98.33
Range 2.12 2.89 0.77 36.3% 4.22
ATR 2.45 2.48 0.03 1.3% 0.00
Volume 267,958 287,604 19,646 7.3% 907,152
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.76 105.93 99.92
R3 104.87 103.04 99.12
R2 101.98 101.98 98.86
R1 100.15 100.15 98.59 99.62
PP 99.09 99.09 99.09 98.82
S1 97.26 97.26 98.07 96.73
S2 96.20 96.20 97.80
S3 93.31 94.37 97.54
S4 90.42 91.48 96.74
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.19 109.48 100.65
R3 107.97 105.26 99.49
R2 103.75 103.75 99.10
R1 101.04 101.04 98.72 100.29
PP 99.53 99.53 99.53 99.15
S1 96.82 96.82 97.94 96.07
S2 95.31 95.31 97.56
S3 91.09 92.60 97.17
S4 86.87 88.38 96.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.24 97.93 4.31 4.4% 2.43 2.5% 9% False False 208,238
10 103.60 97.93 5.67 5.8% 2.44 2.5% 7% False False 157,225
20 103.90 97.01 6.89 7.0% 2.26 2.3% 19% False False 105,075
40 103.90 92.95 10.95 11.1% 2.45 2.5% 49% False False 76,735
60 103.90 88.85 15.05 15.3% 2.54 2.6% 63% False False 64,716
80 103.90 75.90 28.00 28.5% 2.66 2.7% 80% False False 53,436
100 103.90 75.90 28.00 28.5% 2.65 2.7% 80% False False 45,675
120 103.90 75.90 28.00 28.5% 2.78 2.8% 80% False False 39,506
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.64
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.19
2.618 108.48
1.618 105.59
1.000 103.80
0.618 102.70
HIGH 100.91
0.618 99.81
0.500 99.47
0.382 99.12
LOW 98.02
0.618 96.23
1.000 95.13
1.618 93.34
2.618 90.45
4.250 85.74
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 99.47 100.13
PP 99.09 99.53
S1 98.71 98.93

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

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