NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 100.81 98.48 -2.33 -2.3% 99.40
High 101.17 100.51 -0.66 -0.7% 102.48
Low 98.33 97.71 -0.62 -0.6% 98.33
Close 98.65 99.86 1.21 1.2% 98.65
Range 2.84 2.80 -0.04 -1.4% 4.15
ATR 2.41 2.44 0.03 1.2% 0.00
Volume 48,400 83,872 35,472 73.3% 229,700
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.76 106.61 101.40
R3 104.96 103.81 100.63
R2 102.16 102.16 100.37
R1 101.01 101.01 100.12 101.59
PP 99.36 99.36 99.36 99.65
S1 98.21 98.21 99.60 98.79
S2 96.56 96.56 99.35
S3 93.76 95.41 99.09
S4 90.96 92.61 98.32
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 97.71 4.77 4.8% 2.45 2.5% 45% False True 62,714
10 103.80 97.71 6.09 6.1% 2.48 2.5% 35% False True 54,926
20 104.10 97.71 6.39 6.4% 2.22 2.2% 34% False True 41,060
40 104.10 93.27 10.83 10.8% 2.33 2.3% 61% False False 31,800
60 104.10 89.34 14.76 14.8% 2.36 2.4% 71% False False 26,905
80 104.10 76.15 27.95 28.0% 2.47 2.5% 85% False False 22,759
100 104.10 76.15 27.95 28.0% 2.51 2.5% 85% False False 19,808
120 104.10 76.15 27.95 28.0% 2.58 2.6% 85% False False 17,407
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 0.62
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.41
2.618 107.84
1.618 105.04
1.000 103.31
0.618 102.24
HIGH 100.51
0.618 99.44
0.500 99.11
0.382 98.78
LOW 97.71
0.618 95.98
1.000 94.91
1.618 93.18
2.618 90.38
4.250 85.81
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 99.61 100.10
PP 99.36 100.02
S1 99.11 99.94

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

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