NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 99.90 100.68 0.78 0.8% 98.56
High 101.13 100.69 -0.44 -0.4% 101.13
Low 99.72 98.38 -1.34 -1.3% 97.00
Close 100.87 99.63 -1.24 -1.2% 99.63
Range 1.41 2.31 0.90 63.8% 4.13
ATR 2.16 2.19 0.02 1.1% 0.00
Volume 105,231 68,221 -37,010 -35.2% 462,171
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.50 105.37 100.90
R3 104.19 103.06 100.27
R2 101.88 101.88 100.05
R1 100.75 100.75 99.84 100.16
PP 99.57 99.57 99.57 99.27
S1 98.44 98.44 99.42 97.85
S2 97.26 97.26 99.21
S3 94.95 96.13 98.99
S4 92.64 93.82 98.36
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.64 109.77 101.90
R3 107.51 105.64 100.77
R2 103.38 103.38 100.39
R1 101.51 101.51 100.01 102.45
PP 99.25 99.25 99.25 99.72
S1 97.38 97.38 99.25 98.32
S2 95.12 95.12 98.87
S3 90.99 93.25 98.49
S4 86.86 89.12 97.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.13 97.00 4.13 4.1% 1.98 2.0% 64% False False 92,434
10 101.90 96.26 5.64 5.7% 2.14 2.1% 60% False False 66,859
20 102.69 96.26 6.43 6.5% 2.18 2.2% 52% False False 53,741
40 104.18 93.52 10.66 10.7% 2.17 2.2% 57% False False 36,953
60 104.18 93.52 10.66 10.7% 2.23 2.2% 57% False False 29,822
80 104.18 84.95 19.23 19.3% 2.22 2.2% 76% False False 25,489
100 104.18 76.44 27.74 27.8% 2.35 2.4% 84% False False 21,951
120 104.18 76.44 27.74 27.8% 2.26 2.3% 84% False False 19,309
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 0.56
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.51
2.618 106.74
1.618 104.43
1.000 103.00
0.618 102.12
HIGH 100.69
0.618 99.81
0.500 99.54
0.382 99.26
LOW 98.38
0.618 96.95
1.000 96.07
1.618 94.64
2.618 92.33
4.250 88.56
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 99.60 99.76
PP 99.57 99.71
S1 99.54 99.67

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

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