NYMEX Light Sweet Crude Oil Future March 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 99.33 100.73 1.40 1.4% 97.74
High 101.00 101.84 0.84 0.8% 100.18
Low 99.09 100.28 1.19 1.2% 95.84
Close 100.91 100.74 -0.17 -0.2% 98.67
Range 1.91 1.56 -0.35 -18.3% 4.34
ATR 2.33 2.28 -0.06 -2.4% 0.00
Volume 241,077 285,617 44,540 18.5% 1,504,089
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.63 104.75 101.60
R3 104.07 103.19 101.17
R2 102.51 102.51 101.03
R1 101.63 101.63 100.88 102.07
PP 100.95 100.95 100.95 101.18
S1 100.07 100.07 100.60 100.51
S2 99.39 99.39 100.45
S3 97.83 98.51 100.31
S4 96.27 96.95 99.88
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
5 101.84 97.32 4.52 4.5% 1.91 1.9% 76% True False 280,935
10 101.84 95.44 6.40 6.4% 2.12 2.1% 83% True False 290,944
20 102.24 95.44 6.80 6.8% 2.24 2.2% 78% False False 271,758
40 103.90 92.95 10.95 10.9% 2.25 2.2% 71% False False 172,937
60 103.90 92.95 10.95 10.9% 2.44 2.4% 71% False False 132,316
80 103.90 84.69 19.21 19.1% 2.49 2.5% 84% False False 108,088
100 103.90 75.90 28.00 27.8% 2.63 2.6% 89% False False 90,290
120 103.90 75.90 28.00 27.8% 2.58 2.6% 89% False False 77,424
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 0.57
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.47
2.618 105.92
1.618 104.36
1.000 103.40
0.618 102.80
HIGH 101.84
0.618 101.24
0.500 101.06
0.382 100.88
LOW 100.28
0.618 99.32
1.000 98.72
1.618 97.76
2.618 96.20
4.250 93.65
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 101.06 100.35
PP 100.95 99.97
S1 100.85 99.58

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

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