NYMEX Light Sweet Crude Oil Future May 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 100.73 99.80 -0.93 -0.9% 99.00
High 100.73 101.90 1.17 1.2% 102.01
Low 99.18 98.70 -0.48 -0.5% 98.06
Close 99.51 99.27 -0.24 -0.2% 100.30
Range 1.55 3.20 1.65 106.5% 3.95
ATR 2.18 2.25 0.07 3.3% 0.00
Volume 26,391 37,721 11,330 42.9% 220,319
Daily Pivots for day following 31-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.56 107.61 101.03
R3 106.36 104.41 100.15
R2 103.16 103.16 99.86
R1 101.21 101.21 99.56 100.59
PP 99.96 99.96 99.96 99.64
S1 98.01 98.01 98.98 97.39
S2 96.76 96.76 98.68
S3 93.56 94.81 98.39
S4 90.36 91.61 97.51
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% 2.21 2.2% 27% False False 39,424
10 102.69 98.06 4.63 4.7% 2.24 2.3% 26% False False 39,431
20 104.18 98.06 6.12 6.2% 2.26 2.3% 20% False False 34,917
40 104.18 93.52 10.66 10.7% 2.18 2.2% 54% False False 25,324
60 104.18 90.61 13.57 13.7% 2.21 2.2% 64% False False 21,353
80 104.18 80.09 24.09 24.3% 2.26 2.3% 80% False False 18,956
100 104.18 76.44 27.74 27.9% 2.32 2.3% 82% False False 16,501
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 0.61
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 115.50
2.618 110.28
1.618 107.08
1.000 105.10
0.618 103.88
HIGH 101.90
0.618 100.68
0.500 100.30
0.382 99.92
LOW 98.70
0.618 96.72
1.000 95.50
1.618 93.52
2.618 90.32
4.250 85.10
Fisher Pivots for day following 31-Jan-2012
Pivot 1 day 3 day
R1 100.30 100.30
PP 99.96 99.96
S1 99.61 99.61

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

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