NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 08-Feb-2012
Day Change Summary
Previous Current
07-Feb-2012 08-Feb-2012 Change Change % Previous Week
Open 98.33 99.60 1.27 1.3% 100.73
High 100.08 100.95 0.87 0.9% 101.90
Low 97.00 99.14 2.14 2.2% 96.26
Close 99.38 99.72 0.34 0.3% 98.71
Range 3.08 1.81 -1.27 -41.2% 5.64
ATR 2.25 2.22 -0.03 -1.4% 0.00
Volume 80,284 136,863 56,579 70.5% 206,425
Daily Pivots for day following 08-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.37 104.35 100.72
R3 103.56 102.54 100.22
R2 101.75 101.75 100.05
R1 100.73 100.73 99.89 101.24
PP 99.94 99.94 99.94 100.19
S1 98.92 98.92 99.55 99.43
S2 98.13 98.13 99.39
S3 96.32 97.11 99.22
S4 94.51 95.30 98.72
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.88 112.93 101.81
R3 110.24 107.29 100.26
R2 104.60 104.60 99.74
R1 101.65 101.65 99.23 100.31
PP 98.96 98.96 98.96 98.28
S1 96.01 96.01 98.19 94.67
S2 93.32 93.32 97.68
S3 87.68 90.37 97.16
S4 82.04 84.73 95.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.95 96.26 4.69 4.7% 2.12 2.1% 74% True False 76,593
10 102.01 96.26 5.75 5.8% 2.13 2.1% 60% False False 58,114
20 103.60 96.26 7.34 7.4% 2.30 2.3% 47% False False 48,321
40 104.18 93.52 10.66 10.7% 2.20 2.2% 58% False False 33,496
60 104.18 93.52 10.66 10.7% 2.22 2.2% 58% False False 27,330
80 104.18 84.95 19.23 19.3% 2.24 2.2% 77% False False 23,579
100 104.18 76.44 27.74 27.8% 2.35 2.4% 84% False False 20,312
120 104.18 76.44 27.74 27.8% 2.29 2.3% 84% False False 17,980
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 0.67
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.64
2.618 105.69
1.618 103.88
1.000 102.76
0.618 102.07
HIGH 100.95
0.618 100.26
0.500 100.05
0.382 99.83
LOW 99.14
0.618 98.02
1.000 97.33
1.618 96.21
2.618 94.40
4.250 91.45
Fisher Pivots for day following 08-Feb-2012
Pivot 1 day 3 day
R1 100.05 99.47
PP 99.94 99.22
S1 99.83 98.98

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

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