NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 31-Jan-2012
Day Change Summary
Previous Current
30-Jan-2012 31-Jan-2012 Change Change % Previous Week
Open 100.30 99.36 -0.94 -0.9% 98.48
High 100.34 101.59 1.25 1.2% 101.70
Low 98.77 98.25 -0.52 -0.5% 97.71
Close 99.12 98.85 -0.27 -0.3% 99.91
Range 1.57 3.34 1.77 112.7% 3.99
ATR 2.28 2.36 0.08 3.3% 0.00
Volume 44,707 58,062 13,355 29.9% 325,670
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.58 107.56 100.69
R3 106.24 104.22 99.77
R2 102.90 102.90 99.46
R1 100.88 100.88 99.16 100.22
PP 99.56 99.56 99.56 99.24
S1 97.54 97.54 98.54 96.88
S2 96.22 96.22 98.24
S3 92.88 94.20 97.93
S4 89.54 90.86 97.01
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% 2.26 2.3% 25% False False 58,334
10 102.48 97.71 4.77 4.8% 2.30 2.3% 24% False False 59,737
20 104.10 97.71 6.39 6.5% 2.36 2.4% 18% False False 52,931
40 104.10 93.27 10.83 11.0% 2.32 2.3% 52% False False 37,803
60 104.10 90.42 13.68 13.8% 2.35 2.4% 62% False False 30,805
80 104.10 79.93 24.17 24.5% 2.40 2.4% 78% False False 26,577
100 104.10 76.15 27.95 28.3% 2.50 2.5% 81% False False 22,803
120 104.10 76.15 27.95 28.3% 2.49 2.5% 81% False False 20,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.67
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115.79
2.618 110.33
1.618 106.99
1.000 104.93
0.618 103.65
HIGH 101.59
0.618 100.31
0.500 99.92
0.382 99.53
LOW 98.25
0.618 96.19
1.000 94.91
1.618 92.85
2.618 89.51
4.250 84.06
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 99.92 99.92
PP 99.56 99.56
S1 99.21 99.21

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

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