NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 100.19 100.30 0.11 0.1% 98.48
High 100.94 100.34 -0.60 -0.6% 101.70
Low 99.47 98.77 -0.70 -0.7% 97.71
Close 99.91 99.12 -0.79 -0.8% 99.91
Range 1.47 1.57 0.10 6.8% 3.99
ATR 2.34 2.28 -0.05 -2.3% 0.00
Volume 57,610 44,707 -12,903 -22.4% 325,670
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.12 103.19 99.98
R3 102.55 101.62 99.55
R2 100.98 100.98 99.41
R1 100.05 100.05 99.26 99.73
PP 99.41 99.41 99.41 99.25
S1 98.48 98.48 98.98 98.16
S2 97.84 97.84 98.83
S3 96.27 96.91 98.69
S4 94.70 95.34 98.26
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 97.88 3.82 3.9% 1.96 2.0% 32% False False 57,301
10 102.48 97.71 4.77 4.8% 2.21 2.2% 30% False False 60,007
20 104.10 97.71 6.39 6.4% 2.27 2.3% 22% False False 50,977
40 104.10 93.27 10.83 10.9% 2.29 2.3% 54% False False 36,929
60 104.10 90.40 13.70 13.8% 2.33 2.4% 64% False False 30,179
80 104.10 78.03 26.07 26.3% 2.39 2.4% 81% False False 25,962
100 104.10 76.15 27.95 28.2% 2.50 2.5% 82% False False 22,262
120 104.10 76.15 27.95 28.2% 2.52 2.5% 82% False False 19,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.59
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.01
2.618 104.45
1.618 102.88
1.000 101.91
0.618 101.31
HIGH 100.34
0.618 99.74
0.500 99.56
0.382 99.37
LOW 98.77
0.618 97.80
1.000 97.20
1.618 96.23
2.618 94.66
4.250 92.10
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 99.56 100.24
PP 99.41 99.86
S1 99.27 99.49

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

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