NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 101.20 99.00 -2.20 -2.2% 99.50
High 101.50 100.82 -0.68 -0.7% 102.69
Low 98.66 98.06 -0.60 -0.6% 98.66
Close 99.02 100.18 1.16 1.2% 99.02
Range 2.84 2.76 -0.08 -2.8% 4.03
ATR 2.28 2.31 0.03 1.5% 0.00
Volume 29,206 56,056 26,850 91.9% 156,268
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.97 106.83 101.70
R3 105.21 104.07 100.94
R2 102.45 102.45 100.69
R1 101.31 101.31 100.43 101.88
PP 99.69 99.69 99.69 99.97
S1 98.55 98.55 99.93 99.12
S2 96.93 96.93 99.67
S3 94.17 95.79 99.42
S4 91.41 93.03 98.66
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.21 109.65 101.24
R3 108.18 105.62 100.13
R2 104.15 104.15 99.76
R1 101.59 101.59 99.39 100.86
PP 100.12 100.12 100.12 99.76
S1 97.56 97.56 98.65 96.83
S2 96.09 96.09 98.28
S3 92.06 93.53 97.91
S4 88.03 89.50 96.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.69 98.06 4.63 4.6% 2.38 2.4% 46% False True 42,464
10 103.95 98.06 5.89 5.9% 2.39 2.4% 36% False True 36,690
20 104.18 98.06 6.12 6.1% 2.08 2.1% 35% False True 26,885
40 104.18 93.52 10.66 10.6% 2.19 2.2% 62% False False 21,527
60 104.18 88.58 15.60 15.6% 2.20 2.2% 74% False False 19,099
80 104.18 76.44 27.74 27.7% 2.31 2.3% 86% False False 16,546
100 104.18 76.44 27.74 27.7% 2.31 2.3% 86% False False 14,575
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 0.60
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 112.55
2.618 108.05
1.618 105.29
1.000 103.58
0.618 102.53
HIGH 100.82
0.618 99.77
0.500 99.44
0.382 99.11
LOW 98.06
0.618 96.35
1.000 95.30
1.618 93.59
2.618 90.83
4.250 86.33
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 99.93 100.36
PP 99.69 100.30
S1 99.44 100.24

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

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