NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 100.20 100.19 -0.01 0.0% 98.48
High 101.70 100.94 -0.76 -0.7% 101.70
Low 99.59 99.47 -0.12 -0.1% 97.71
Close 100.04 99.91 -0.13 -0.1% 99.91
Range 2.11 1.47 -0.64 -30.3% 3.99
ATR 2.40 2.34 -0.07 -2.8% 0.00
Volume 65,464 57,610 -7,854 -12.0% 325,670
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.52 103.68 100.72
R3 103.05 102.21 100.31
R2 101.58 101.58 100.18
R1 100.74 100.74 100.04 100.43
PP 100.11 100.11 100.11 99.95
S1 99.27 99.27 99.78 98.96
S2 98.64 98.64 99.64
S3 97.17 97.80 99.51
S4 95.70 96.33 99.10
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.74 109.82 102.10
R3 107.75 105.83 101.01
R2 103.76 103.76 100.64
R1 101.84 101.84 100.28 102.80
PP 99.77 99.77 99.77 100.26
S1 97.85 97.85 99.54 98.81
S2 95.78 95.78 99.18
S3 91.79 93.86 98.81
S4 87.80 89.87 97.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.70 97.71 3.99 4.0% 2.21 2.2% 55% False False 65,134
10 102.48 97.71 4.77 4.8% 2.29 2.3% 46% False False 59,946
20 104.10 97.71 6.39 6.4% 2.27 2.3% 34% False False 49,506
40 104.10 93.27 10.83 10.8% 2.31 2.3% 61% False False 36,253
60 104.10 89.34 14.76 14.8% 2.35 2.3% 72% False False 29,546
80 104.10 76.15 27.95 28.0% 2.40 2.4% 85% False False 25,472
100 104.10 76.15 27.95 28.0% 2.51 2.5% 85% False False 21,883
120 104.10 76.15 27.95 28.0% 2.54 2.5% 85% False False 19,276
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.68
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 107.19
2.618 104.79
1.618 103.32
1.000 102.41
0.618 101.85
HIGH 100.94
0.618 100.38
0.500 100.21
0.382 100.03
LOW 99.47
0.618 98.56
1.000 98.00
1.618 97.09
2.618 95.62
4.250 93.22
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 100.21 99.87
PP 100.11 99.83
S1 100.01 99.79

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

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