NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 100.00 98.88 -1.12 -1.1% 98.34
High 100.05 101.29 1.24 1.2% 101.39
Low 98.43 97.86 -0.57 -0.6% 97.40
Close 98.78 98.48 -0.30 -0.3% 99.56
Range 1.62 3.43 1.81 111.7% 3.99
ATR 2.35 2.42 0.08 3.3% 0.00
Volume 197,802 351,698 153,896 77.8% 1,239,812
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.50 107.42 100.37
R3 106.07 103.99 99.42
R2 102.64 102.64 99.11
R1 100.56 100.56 98.79 99.89
PP 99.21 99.21 99.21 98.87
S1 97.13 97.13 98.17 96.46
S2 95.78 95.78 97.85
S3 92.35 93.70 97.54
S4 88.92 90.27 96.59
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% 2.31 2.3% 25% False False 268,468
10 102.24 97.40 4.84 4.9% 2.36 2.4% 22% False False 252,571
20 103.90 97.40 6.50 6.6% 2.43 2.5% 17% False False 180,341
40 103.90 92.95 10.95 11.1% 2.41 2.4% 51% False False 113,995
60 103.90 90.50 13.40 13.6% 2.50 2.5% 60% False False 89,534
80 103.90 79.75 24.15 24.5% 2.57 2.6% 78% False False 74,520
100 103.90 75.90 28.00 28.4% 2.65 2.7% 81% False False 62,683
120 103.90 75.90 28.00 28.4% 2.67 2.7% 81% False False 53,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115.87
2.618 110.27
1.618 106.84
1.000 104.72
0.618 103.41
HIGH 101.29
0.618 99.98
0.500 99.58
0.382 99.17
LOW 97.86
0.618 95.74
1.000 94.43
1.618 92.31
2.618 88.88
4.250 83.28
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 99.58 99.58
PP 99.21 99.21
S1 98.85 98.85

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

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