NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 101.00 100.80 -0.20 -0.2% 98.95
High 102.28 101.66 -0.62 -0.6% 102.28
Low 100.26 100.20 -0.06 -0.1% 98.56
Close 100.73 100.60 -0.13 -0.1% 100.60
Range 2.02 1.46 -0.56 -27.7% 3.72
ATR 2.28 2.22 -0.06 -2.6% 0.00
Volume 53,425 47,271 -6,154 -11.5% 239,863
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 105.20 104.36 101.40
R3 103.74 102.90 101.00
R2 102.28 102.28 100.87
R1 101.44 101.44 100.73 101.13
PP 100.82 100.82 100.82 100.67
S1 99.98 99.98 100.47 99.67
S2 99.36 99.36 100.33
S3 97.90 98.52 100.20
S4 96.44 97.06 99.80
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.64 109.84 102.65
R3 107.92 106.12 101.62
R2 104.20 104.20 101.28
R1 102.40 102.40 100.94 103.30
PP 100.48 100.48 100.48 100.93
S1 98.68 98.68 100.26 99.58
S2 96.76 96.76 99.92
S3 93.04 94.96 99.58
S4 89.32 91.24 98.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.28 98.56 3.72 3.7% 2.03 2.0% 55% False False 47,972
10 102.93 98.56 4.37 4.3% 2.14 2.1% 47% False False 49,280
20 104.32 98.56 5.76 5.7% 2.13 2.1% 35% False False 43,358
40 104.32 93.40 10.92 10.9% 2.21 2.2% 66% False False 35,781
60 104.32 88.43 15.89 15.8% 2.32 2.3% 77% False False 34,193
80 104.32 76.65 27.67 27.5% 2.39 2.4% 87% False False 33,079
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.60
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 107.87
2.618 105.48
1.618 104.02
1.000 103.12
0.618 102.56
HIGH 101.66
0.618 101.10
0.500 100.93
0.382 100.76
LOW 100.20
0.618 99.30
1.000 98.74
1.618 97.84
2.618 96.38
4.250 94.00
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 100.93 100.56
PP 100.82 100.51
S1 100.71 100.47

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

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