NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 99.10 99.89 0.79 0.8% 97.74
High 100.18 99.89 -0.29 -0.3% 100.18
Low 98.66 97.32 -1.34 -1.4% 95.84
Close 99.84 98.67 -1.17 -1.2% 98.67
Range 1.52 2.57 1.05 69.1% 4.34
ATR 2.31 2.33 0.02 0.8% 0.00
Volume 267,614 270,760 3,146 1.2% 1,504,089
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.34 105.07 100.08
R3 103.77 102.50 99.38
R2 101.20 101.20 99.14
R1 99.93 99.93 98.91 99.28
PP 98.63 98.63 98.63 98.30
S1 97.36 97.36 98.43 96.71
S2 96.06 96.06 98.20
S3 93.49 94.79 97.96
S4 90.92 92.22 97.26
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.25 109.30 101.06
R3 106.91 104.96 99.86
R2 102.57 102.57 99.47
R1 100.62 100.62 99.07 101.60
PP 98.23 98.23 98.23 98.72
S1 96.28 96.28 98.27 97.26
S2 93.89 93.89 97.87
S3 89.55 91.94 97.48
S4 85.21 87.60 96.28
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 4.4% 2.15 2.2% 65% False False 300,817
10 101.29 95.44 5.85 5.9% 2.27 2.3% 55% False False 293,225
20 102.24 95.44 6.80 6.9% 2.31 2.3% 48% False False 260,662
40 103.90 92.95 10.95 11.1% 2.37 2.4% 52% False False 163,459
60 103.90 92.95 10.95 11.1% 2.48 2.5% 52% False False 124,815
80 103.90 84.69 19.21 19.5% 2.53 2.6% 73% False False 102,000
100 103.90 75.90 28.00 28.4% 2.64 2.7% 81% False False 85,236
120 103.90 75.90 28.00 28.4% 2.59 2.6% 81% False False 73,174
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 False
Bear Hook False
Bull Hook False
Stretch 0.61
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.81
2.618 106.62
1.618 104.05
1.000 102.46
0.618 101.48
HIGH 99.89
0.618 98.91
0.500 98.61
0.382 98.30
LOW 97.32
0.618 95.73
1.000 94.75
1.618 93.16
2.618 90.59
4.250 86.40
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 98.65 98.75
PP 98.63 98.72
S1 98.61 98.70

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

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