NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 99.96 99.93 -0.03 0.0% 98.34
High 101.39 100.63 -0.76 -0.7% 101.39
Low 99.23 99.13 -0.10 -0.1% 97.40
Close 99.70 99.56 -0.14 -0.1% 99.56
Range 2.16 1.50 -0.66 -30.6% 3.99
ATR 2.47 2.40 -0.07 -2.8% 0.00
Volume 249,035 238,695 -10,340 -4.2% 1,239,812
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.27 103.42 100.39
R3 102.77 101.92 99.97
R2 101.27 101.27 99.84
R1 100.42 100.42 99.70 100.10
PP 99.77 99.77 99.77 99.61
S1 98.92 98.92 99.42 98.60
S2 98.27 98.27 99.29
S3 96.77 97.42 99.15
S4 95.27 95.92 98.74
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.42 109.48 101.75
R3 107.43 105.49 100.66
R2 103.44 103.44 100.29
R1 101.50 101.50 99.93 102.47
PP 99.45 99.45 99.45 99.94
S1 97.51 97.51 99.19 98.48
S2 95.46 95.46 98.83
S3 91.47 93.52 98.46
S4 87.48 89.53 97.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.39 97.40 3.99 4.0% 2.26 2.3% 54% False False 247,962
10 102.24 97.40 4.84 4.9% 2.34 2.4% 45% False False 228,100
20 103.90 97.40 6.50 6.5% 2.33 2.3% 33% False False 157,496
40 103.90 92.95 10.95 11.0% 2.41 2.4% 60% False False 102,530
60 103.90 88.85 15.05 15.1% 2.51 2.5% 71% False False 81,381
80 103.90 75.90 28.00 28.1% 2.57 2.6% 85% False False 68,109
100 103.90 75.90 28.00 28.1% 2.67 2.7% 85% False False 57,383
120 103.90 75.90 28.00 28.1% 2.72 2.7% 85% False False 49,583
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.74
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 107.01
2.618 104.56
1.618 103.06
1.000 102.13
0.618 101.56
HIGH 100.63
0.618 100.06
0.500 99.88
0.382 99.70
LOW 99.13
0.618 98.20
1.000 97.63
1.618 96.70
2.618 95.20
4.250 92.76
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 99.88 99.53
PP 99.77 99.49
S1 99.67 99.46

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

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