NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 100.19 100.61 0.42 0.4% 100.90
High 101.50 101.75 0.25 0.2% 102.21
Low 99.75 100.42 0.67 0.7% 96.67
Close 100.39 101.54 1.15 1.1% 99.17
Range 1.75 1.33 -0.42 -24.0% 5.54
ATR 2.17 2.12 -0.06 -2.7% 0.00
Volume 140,112 96,205 -43,907 -31.3% 262,753
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.23 104.71 102.27
R3 103.90 103.38 101.91
R2 102.57 102.57 101.78
R1 102.05 102.05 101.66 102.31
PP 101.24 101.24 101.24 101.37
S1 100.72 100.72 101.42 100.98
S2 99.91 99.91 101.30
S3 98.58 99.39 101.17
S4 97.25 98.06 100.81
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.97 113.11 102.22
R3 110.43 107.57 100.69
R2 104.89 104.89 100.19
R1 102.03 102.03 99.68 100.69
PP 99.35 99.35 99.35 98.68
S1 96.49 96.49 98.66 95.15
S2 93.81 93.81 98.15
S3 88.27 90.95 97.65
S4 82.73 85.41 96.12
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.75 97.45 4.30 4.2% 1.83 1.8% 95% True False 91,959
10 102.21 96.67 5.54 5.5% 1.98 2.0% 88% False False 69,571
20 103.84 96.67 7.17 7.1% 2.20 2.2% 68% False False 58,902
40 104.32 93.40 10.92 10.8% 2.20 2.2% 75% False False 44,504
60 104.32 93.40 10.92 10.8% 2.26 2.2% 75% False False 41,121
80 104.32 85.00 19.32 19.0% 2.33 2.3% 86% False False 38,392
100 104.32 76.65 27.67 27.3% 2.47 2.4% 90% False False 34,984
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 0.59
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.40
2.618 105.23
1.618 103.90
1.000 103.08
0.618 102.57
HIGH 101.75
0.618 101.24
0.500 101.09
0.382 100.93
LOW 100.42
0.618 99.60
1.000 99.09
1.618 98.27
2.618 96.94
4.250 94.77
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 101.39 100.94
PP 101.24 100.33
S1 101.09 99.73

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

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