NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 25-Jan-2012
Day Change Summary
Previous Current
24-Jan-2012 25-Jan-2012 Change Change % Previous Week
Open 99.88 99.20 -0.68 -0.7% 99.05
High 100.18 100.39 0.21 0.2% 102.24
Low 98.25 97.53 -0.72 -0.7% 98.02
Close 98.95 99.40 0.45 0.5% 98.33
Range 1.93 2.86 0.93 48.2% 4.22
ATR 2.47 2.50 0.03 1.1% 0.00
Volume 225,258 305,113 79,855 35.5% 907,152
Daily Pivots for day following 25-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.69 106.40 100.97
R3 104.83 103.54 100.19
R2 101.97 101.97 99.92
R1 100.68 100.68 99.66 101.33
PP 99.11 99.11 99.11 99.43
S1 97.82 97.82 99.14 98.47
S2 96.25 96.25 98.88
S3 93.39 94.96 98.61
S4 90.53 92.10 97.83
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 97.40 4.84 4.9% 2.53 2.5% 41% False False 261,528
10 103.19 97.40 5.79 5.8% 2.61 2.6% 35% False False 203,513
20 103.90 97.40 6.50 6.5% 2.40 2.4% 31% False False 135,976
40 103.90 92.95 10.95 11.0% 2.47 2.5% 59% False False 92,079
60 103.90 88.85 15.05 15.1% 2.52 2.5% 70% False False 74,294
80 103.90 75.90 28.00 28.2% 2.62 2.6% 84% False False 62,355
100 103.90 75.90 28.00 28.2% 2.68 2.7% 84% False False 52,957
120 103.90 75.90 28.00 28.2% 2.77 2.8% 84% False False 45,664
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.82
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 112.55
2.618 107.88
1.618 105.02
1.000 103.25
0.618 102.16
HIGH 100.39
0.618 99.30
0.500 98.96
0.382 98.62
LOW 97.53
0.618 95.76
1.000 94.67
1.618 92.90
2.618 90.04
4.250 85.38
Fisher Pivots for day following 25-Jan-2012
Pivot 1 day 3 day
R1 99.25 99.23
PP 99.11 99.06
S1 98.96 98.90

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

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