NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 99.93 100.00 0.07 0.1% 98.34
High 100.63 100.05 -0.58 -0.6% 101.39
Low 99.13 98.43 -0.70 -0.7% 97.40
Close 99.56 98.78 -0.78 -0.8% 99.56
Range 1.50 1.62 0.12 8.0% 3.99
ATR 2.40 2.35 -0.06 -2.3% 0.00
Volume 238,695 197,802 -40,893 -17.1% 1,239,812
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 103.95 102.98 99.67
R3 102.33 101.36 99.23
R2 100.71 100.71 99.08
R1 99.74 99.74 98.93 99.42
PP 99.09 99.09 99.09 98.92
S1 98.12 98.12 98.63 97.80
S2 97.47 97.47 98.48
S3 95.85 96.50 98.33
S4 94.23 94.88 97.89
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 97.53 3.86 3.9% 2.01 2.0% 32% False False 243,180
10 102.24 97.40 4.84 4.9% 2.26 2.3% 29% False False 234,476
20 103.90 97.40 6.50 6.6% 2.33 2.4% 21% False False 165,280
40 103.90 92.95 10.95 11.1% 2.38 2.4% 53% False False 106,310
60 103.90 90.50 13.40 13.6% 2.48 2.5% 62% False False 84,342
80 103.90 77.76 26.14 26.5% 2.56 2.6% 80% False False 70,377
100 103.90 75.90 28.00 28.3% 2.65 2.7% 82% False False 59,231
120 103.90 75.90 28.00 28.3% 2.69 2.7% 82% False False 51,137
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 0.66
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.94
2.618 104.29
1.618 102.67
1.000 101.67
0.618 101.05
HIGH 100.05
0.618 99.43
0.500 99.24
0.382 99.05
LOW 98.43
0.618 97.43
1.000 96.81
1.618 95.81
2.618 94.19
4.250 91.55
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 99.24 99.91
PP 99.09 99.53
S1 98.93 99.16

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

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