NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 18-Jan-2012
Day Change Summary
Previous Current
17-Jan-2012 18-Jan-2012 Change Change % Previous Week
Open 99.50 101.95 2.45 2.5% 102.32
High 101.76 102.69 0.93 0.9% 103.95
Low 99.50 100.56 1.06 1.1% 98.66
Close 101.43 101.23 -0.20 -0.2% 99.41
Range 2.26 2.13 -0.13 -5.8% 5.29
ATR 2.27 2.26 -0.01 -0.4% 0.00
Volume 46,387 45,708 -679 -1.5% 154,580
Daily Pivots for day following 18-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.88 106.69 102.40
R3 105.75 104.56 101.82
R2 103.62 103.62 101.62
R1 102.43 102.43 101.43 101.96
PP 101.49 101.49 101.49 101.26
S1 100.30 100.30 101.03 99.83
S2 99.36 99.36 100.84
S3 97.23 98.17 100.64
S4 95.10 96.04 100.06
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 116.54 113.27 102.32
R3 111.25 107.98 100.86
R2 105.96 105.96 100.38
R1 102.69 102.69 99.89 101.68
PP 100.67 100.67 100.67 100.17
S1 97.40 97.40 98.93 96.39
S2 95.38 95.38 98.44
S3 90.09 92.11 97.96
S4 84.80 86.82 96.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.60 98.66 4.94 4.9% 2.55 2.5% 52% False False 37,360
10 104.18 98.66 5.52 5.5% 2.17 2.1% 47% False False 33,540
20 104.18 93.80 10.38 10.3% 2.02 2.0% 72% False False 22,991
40 104.18 93.52 10.66 10.5% 2.16 2.1% 72% False False 19,695
60 104.18 86.76 17.42 17.2% 2.21 2.2% 83% False False 17,761
80 104.18 76.44 27.74 27.4% 2.35 2.3% 89% False False 15,310
100 104.18 76.44 27.74 27.4% 2.28 2.3% 89% False False 13,488
Crabel Price Patterns
NR True
NR4 True
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 True
Stretch 0.59
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.74
2.618 108.27
1.618 106.14
1.000 104.82
0.618 104.01
HIGH 102.69
0.618 101.88
0.500 101.63
0.382 101.37
LOW 100.56
0.618 99.24
1.000 98.43
1.618 97.11
2.618 94.98
4.250 91.51
Fisher Pivots for day following 18-Jan-2012
Pivot 1 day 3 day
R1 101.63 101.05
PP 101.49 100.86
S1 101.36 100.68

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

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