NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 99.40 101.50 2.10 2.1% 102.50
High 101.48 102.45 0.97 1.0% 103.80
Low 99.10 100.30 1.20 1.2% 98.25
Close 101.14 100.98 -0.16 -0.2% 99.12
Range 2.38 2.15 -0.23 -9.7% 5.55
ATR 2.42 2.40 -0.02 -0.8% 0.00
Volume 60,761 70,847 10,086 16.6% 235,691
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.69 106.49 102.16
R3 105.54 104.34 101.57
R2 103.39 103.39 101.37
R1 102.19 102.19 101.18 101.72
PP 101.24 101.24 101.24 101.01
S1 100.04 100.04 100.78 99.57
S2 99.09 99.09 100.59
S3 96.94 97.89 100.39
S4 94.79 95.74 99.80
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 117.04 113.63 102.17
R3 111.49 108.08 100.65
R2 105.94 105.94 100.14
R1 102.53 102.53 99.63 101.46
PP 100.39 100.39 100.39 99.86
S1 96.98 96.98 98.61 95.91
S2 94.84 94.84 98.10
S3 89.29 91.43 97.59
S4 83.74 85.88 96.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.40 98.25 5.15 5.1% 2.62 2.6% 53% False False 52,389
10 104.10 98.25 5.85 5.8% 2.32 2.3% 47% False False 50,823
20 104.10 93.29 10.81 10.7% 2.19 2.2% 71% False False 35,005
40 104.10 93.27 10.83 10.7% 2.33 2.3% 71% False False 28,728
60 104.10 86.65 17.45 17.3% 2.38 2.4% 82% False False 24,724
80 104.10 76.15 27.95 27.7% 2.51 2.5% 89% False False 20,782
100 104.10 76.15 27.95 27.7% 2.50 2.5% 89% False False 18,123
120 104.10 76.15 27.95 27.7% 2.56 2.5% 89% False False 15,968
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.63
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.59
2.618 108.08
1.618 105.93
1.000 104.60
0.618 103.78
HIGH 102.45
0.618 101.63
0.500 101.38
0.382 101.12
LOW 100.30
0.618 98.97
1.000 98.15
1.618 96.82
2.618 94.67
4.250 91.16
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 101.38 100.77
PP 101.24 100.56
S1 101.11 100.35

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

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