NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 98.77 99.10 0.33 0.3% 100.00
High 100.09 100.18 0.09 0.1% 101.29
Low 98.10 98.66 0.56 0.6% 95.44
Close 98.71 99.84 1.13 1.1% 97.84
Range 1.99 1.52 -0.47 -23.6% 5.85
ATR 2.37 2.31 -0.06 -2.6% 0.00
Volume 339,608 267,614 -71,994 -21.2% 1,428,161
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 104.12 103.50 100.68
R3 102.60 101.98 100.26
R2 101.08 101.08 100.12
R1 100.46 100.46 99.98 100.77
PP 99.56 99.56 99.56 99.72
S1 98.94 98.94 99.70 99.25
S2 98.04 98.04 99.56
S3 96.52 97.42 99.42
S4 95.00 95.90 99.00
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.74 112.64 101.06
R3 109.89 106.79 99.45
R2 104.04 104.04 98.91
R1 100.94 100.94 98.38 99.57
PP 98.19 98.19 98.19 97.50
S1 95.09 95.09 97.30 93.72
S2 92.34 92.34 96.77
S3 86.49 89.24 96.23
S4 80.64 83.39 94.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.18 95.84 4.34 4.3% 2.04 2.0% 92% True False 306,180
10 101.29 95.44 5.85 5.9% 2.17 2.2% 75% False False 290,018
20 103.19 95.44 7.75 7.8% 2.40 2.4% 57% False False 252,758
40 103.90 92.95 10.95 11.0% 2.40 2.4% 63% False False 158,035
60 103.90 92.95 10.95 11.0% 2.47 2.5% 63% False False 120,907
80 103.90 84.69 19.21 19.2% 2.53 2.5% 79% False False 98,910
100 103.90 75.90 28.00 28.0% 2.64 2.6% 86% False False 82,617
120 103.90 75.90 28.00 28.0% 2.61 2.6% 86% False False 71,043
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.68
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.64
2.618 104.16
1.618 102.64
1.000 101.70
0.618 101.12
HIGH 100.18
0.618 99.60
0.500 99.42
0.382 99.24
LOW 98.66
0.618 97.72
1.000 97.14
1.618 96.20
2.618 94.68
4.250 92.20
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 99.70 99.23
PP 99.56 98.62
S1 99.42 98.01

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

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