NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 99.18 99.50 0.32 0.3% 100.30
High 100.46 100.55 0.09 0.1% 101.59
Low 98.52 99.08 0.56 0.6% 95.81
Close 99.10 100.24 1.14 1.2% 98.23
Range 1.94 1.47 -0.47 -24.2% 5.78
ATR 2.32 2.25 -0.06 -2.6% 0.00
Volume 189,068 139,518 -49,550 -26.2% 362,590
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 104.37 103.77 101.05
R3 102.90 102.30 100.64
R2 101.43 101.43 100.51
R1 100.83 100.83 100.37 101.13
PP 99.96 99.96 99.96 100.11
S1 99.36 99.36 100.11 99.66
S2 98.49 98.49 99.97
S3 97.02 97.89 99.84
S4 95.55 96.42 99.43
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.88 112.84 101.41
R3 110.10 107.06 99.82
R2 104.32 104.32 99.29
R1 101.28 101.28 98.76 99.91
PP 98.54 98.54 98.54 97.86
S1 95.50 95.50 97.70 94.13
S2 92.76 92.76 97.17
S3 86.98 89.72 96.64
S4 81.20 83.94 95.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.55 96.33 4.22 4.2% 1.99 2.0% 93% True False 129,308
10 101.59 95.81 5.78 5.8% 2.12 2.1% 77% False False 97,989
20 103.40 95.81 7.59 7.6% 2.35 2.3% 58% False False 78,176
40 104.10 93.27 10.83 10.8% 2.32 2.3% 64% False False 53,889
60 104.10 93.27 10.83 10.8% 2.34 2.3% 64% False False 42,738
80 104.10 84.94 19.16 19.1% 2.36 2.4% 80% False False 35,834
100 104.10 76.15 27.95 27.9% 2.48 2.5% 86% False False 30,366
120 104.10 76.15 27.95 27.9% 2.46 2.5% 86% False False 26,550
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 0.66
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 106.80
2.618 104.40
1.618 102.93
1.000 102.02
0.618 101.46
HIGH 100.55
0.618 99.99
0.500 99.82
0.382 99.64
LOW 99.08
0.618 98.17
1.000 97.61
1.618 96.70
2.618 95.23
4.250 92.83
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 100.10 99.64
PP 99.96 99.04
S1 99.82 98.44

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

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