NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 98.95 100.48 1.53 1.5% 99.85
High 101.08 100.80 -0.28 -0.3% 102.93
Low 98.56 99.26 0.70 0.7% 99.00
Close 100.47 99.99 -0.48 -0.5% 99.34
Range 2.52 1.54 -0.98 -38.9% 3.93
ATR 2.33 2.27 -0.06 -2.4% 0.00
Volume 60,837 35,412 -25,425 -41.8% 201,981
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 104.64 103.85 100.84
R3 103.10 102.31 100.41
R2 101.56 101.56 100.27
R1 100.77 100.77 100.13 100.40
PP 100.02 100.02 100.02 99.83
S1 99.23 99.23 99.85 98.86
S2 98.48 98.48 99.71
S3 96.94 97.69 99.57
S4 95.40 96.15 99.14
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 112.21 109.71 101.50
R3 108.28 105.78 100.42
R2 104.35 104.35 100.06
R1 101.85 101.85 99.70 101.14
PP 100.42 100.42 100.42 100.07
S1 97.92 97.92 98.98 97.21
S2 96.49 96.49 98.62
S3 92.56 93.99 98.26
S4 88.63 90.06 97.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.93 98.56 4.37 4.4% 2.14 2.1% 33% False False 48,654
10 104.10 98.56 5.54 5.5% 2.32 2.3% 26% False False 47,513
20 104.32 98.56 5.76 5.8% 2.08 2.1% 25% False False 38,420
40 104.32 93.40 10.92 10.9% 2.24 2.2% 60% False False 34,100
60 104.32 88.43 15.89 15.9% 2.32 2.3% 73% False False 33,444
80 104.32 76.65 27.67 27.7% 2.45 2.4% 84% False False 31,925
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 107.35
2.618 104.83
1.618 103.29
1.000 102.34
0.618 101.75
HIGH 100.80
0.618 100.21
0.500 100.03
0.382 99.85
LOW 99.26
0.618 98.31
1.000 97.72
1.618 96.77
2.618 95.23
4.250 92.72
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 100.03 100.16
PP 100.02 100.10
S1 100.00 100.05

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

View Archives - Comment on this page... - Back to Index of Symbols