NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
27-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 100.10 101.38 1.28 1.3% 94.19
High 102.01 101.89 -0.12 -0.1% 100.50
Low 99.67 99.43 -0.24 -0.2% 93.29
Close 101.60 99.70 -1.90 -1.9% 99.98
Range 2.34 2.46 0.12 5.1% 7.21
ATR 2.41 2.41 0.00 0.1% 0.00
Volume 8,766 13,264 4,498 51.3% 111,709
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 107.72 106.17 101.05
R3 105.26 103.71 100.38
R2 102.80 102.80 100.15
R1 101.25 101.25 99.93 100.80
PP 100.34 100.34 100.34 100.11
S1 98.79 98.79 99.47 98.34
S2 97.88 97.88 99.25
S3 95.42 96.33 99.02
S4 92.96 93.87 98.35
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 119.55 116.98 103.95
R3 112.34 109.77 101.96
R2 105.13 105.13 101.30
R1 102.56 102.56 100.64 103.85
PP 97.92 97.92 97.92 98.57
S1 95.35 95.35 99.32 96.64
S2 90.71 90.71 98.66
S3 83.50 88.14 98.00
S4 76.29 80.93 96.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.01 97.19 4.82 4.8% 1.89 1.9% 52% False False 18,955
10 102.01 93.27 8.74 8.8% 2.44 2.5% 74% False False 22,434
20 102.55 93.27 9.28 9.3% 2.35 2.4% 69% False False 22,999
40 103.08 89.34 13.74 13.8% 2.39 2.4% 75% False False 19,566
60 103.08 76.15 26.93 27.0% 2.45 2.5% 87% False False 17,460
80 103.08 76.15 26.93 27.0% 2.57 2.6% 87% False False 14,977
100 103.08 76.15 26.93 27.0% 2.59 2.6% 87% False False 13,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 112.35
2.618 108.33
1.618 105.87
1.000 104.35
0.618 103.41
HIGH 101.89
0.618 100.95
0.500 100.66
0.382 100.37
LOW 99.43
0.618 97.91
1.000 96.97
1.618 95.45
2.618 92.99
4.250 88.98
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 100.66 100.72
PP 100.34 100.38
S1 100.02 100.04

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

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