NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 101.81 100.81 -1.00 -1.0% 99.40
High 102.48 101.17 -1.31 -1.3% 102.48
Low 100.40 98.33 -2.07 -2.1% 98.33
Close 100.80 98.65 -2.15 -2.1% 98.65
Range 2.08 2.84 0.76 36.5% 4.15
ATR 2.37 2.41 0.03 1.4% 0.00
Volume 49,692 48,400 -1,292 -2.6% 229,700
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.90 106.12 100.21
R3 105.06 103.28 99.43
R2 102.22 102.22 99.17
R1 100.44 100.44 98.91 99.91
PP 99.38 99.38 99.38 99.12
S1 97.60 97.60 98.39 97.07
S2 96.54 96.54 98.13
S3 93.70 94.76 97.87
S4 90.86 91.92 97.09
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.27 109.61 100.93
R3 108.12 105.46 99.79
R2 103.97 103.97 99.41
R1 101.31 101.31 99.03 100.57
PP 99.82 99.82 99.82 99.45
S1 97.16 97.16 98.27 96.42
S2 95.67 95.67 97.89
S3 91.52 93.01 97.51
S4 87.37 88.86 96.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.48 98.25 4.23 4.3% 2.37 2.4% 9% False False 54,759
10 103.80 98.25 5.55 5.6% 2.39 2.4% 7% False False 50,704
20 104.10 97.19 6.91 7.0% 2.19 2.2% 21% False False 37,962
40 104.10 93.27 10.83 11.0% 2.31 2.3% 50% False False 30,217
60 104.10 89.34 14.76 15.0% 2.36 2.4% 63% False False 26,046
80 104.10 76.15 27.95 28.3% 2.48 2.5% 81% False False 21,789
100 104.10 76.15 27.95 28.3% 2.50 2.5% 81% False False 19,002
120 104.10 76.15 27.95 28.3% 2.59 2.6% 81% False False 16,722
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 0.60
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.24
2.618 108.61
1.618 105.77
1.000 104.01
0.618 102.93
HIGH 101.17
0.618 100.09
0.500 99.75
0.382 99.41
LOW 98.33
0.618 96.57
1.000 95.49
1.618 93.73
2.618 90.89
4.250 86.26
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 99.75 100.41
PP 99.38 99.82
S1 99.02 99.24

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

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