NYMEX Light Sweet Crude Oil Future May 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 100.62 100.73 0.11 0.1% 99.00
High 101.37 100.73 -0.64 -0.6% 102.01
Low 99.86 99.18 -0.68 -0.7% 98.06
Close 100.30 99.51 -0.79 -0.8% 100.30
Range 1.51 1.55 0.04 2.6% 3.95
ATR 2.23 2.18 -0.05 -2.2% 0.00
Volume 39,733 26,391 -13,342 -33.6% 220,319
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.46 103.53 100.36
R3 102.91 101.98 99.94
R2 101.36 101.36 99.79
R1 100.43 100.43 99.65 100.12
PP 99.81 99.81 99.81 99.65
S1 98.88 98.88 99.37 98.57
S2 98.26 98.26 99.23
S3 96.71 97.33 99.08
S4 95.16 95.78 98.66
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.97 110.09 102.47
R3 108.02 106.14 101.39
R2 104.07 104.07 101.02
R1 102.19 102.19 100.66 103.13
PP 100.12 100.12 100.12 100.60
S1 98.24 98.24 99.94 99.18
S2 96.17 96.17 99.58
S3 92.22 94.29 99.21
S4 88.27 90.34 98.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.01 98.27 3.74 3.8% 1.92 1.9% 33% False False 38,130
10 102.69 98.06 4.63 4.7% 2.15 2.2% 31% False False 40,297
20 104.18 98.06 6.12 6.2% 2.17 2.2% 24% False False 33,645
40 104.18 93.52 10.66 10.7% 2.15 2.2% 56% False False 24,841
60 104.18 90.61 13.57 13.6% 2.17 2.2% 66% False False 21,042
80 104.18 78.34 25.84 26.0% 2.25 2.3% 82% False False 18,606
100 104.18 76.44 27.74 27.9% 2.32 2.3% 83% False False 16,151
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 0.50
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.32
2.618 104.79
1.618 103.24
1.000 102.28
0.618 101.69
HIGH 100.73
0.618 100.14
0.500 99.96
0.382 99.77
LOW 99.18
0.618 98.22
1.000 97.63
1.618 96.67
2.618 95.12
4.250 92.59
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 99.96 100.60
PP 99.81 100.23
S1 99.66 99.87

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

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