NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 16-Feb-2012
Day Change Summary
Previous Current
15-Feb-2012 16-Feb-2012 Change Change % Previous Week
Open 103.43 103.55 0.12 0.1% 99.40
High 104.11 104.47 0.36 0.3% 102.29
Low 103.17 102.88 -0.29 -0.3% 98.30
Close 103.60 104.21 0.61 0.6% 100.89
Range 0.94 1.59 0.65 69.1% 3.99
ATR 1.89 1.87 -0.02 -1.1% 0.00
Volume 34,110 29,071 -5,039 -14.8% 153,532
Daily Pivots for day following 16-Feb-2012
Classic Woodie Camarilla DeMark
R4 108.62 108.01 105.08
R3 107.03 106.42 104.65
R2 105.44 105.44 104.50
R1 104.83 104.83 104.36 105.14
PP 103.85 103.85 103.85 104.01
S1 103.24 103.24 104.06 103.55
S2 102.26 102.26 103.92
S3 100.67 101.65 103.77
S4 99.08 100.06 103.34
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 112.46 110.67 103.08
R3 108.47 106.68 101.99
R2 104.48 104.48 101.62
R1 102.69 102.69 101.26 103.59
PP 100.49 100.49 100.49 100.94
S1 98.70 98.70 100.52 99.60
S2 96.50 96.50 100.16
S3 92.51 94.71 99.79
S4 88.52 90.72 98.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.47 99.70 4.77 4.6% 1.43 1.4% 95% True False 25,319
10 104.47 97.86 6.61 6.3% 1.56 1.5% 96% True False 28,612
20 104.47 97.05 7.42 7.1% 1.81 1.7% 96% True False 20,644
40 104.47 94.65 9.82 9.4% 1.81 1.7% 97% True False 14,393
60 104.47 93.45 11.02 10.6% 1.81 1.7% 98% True False 11,839
80 104.47 88.18 16.29 15.6% 1.86 1.8% 98% True False 10,557
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.23
2.618 108.63
1.618 107.04
1.000 106.06
0.618 105.45
HIGH 104.47
0.618 103.86
0.500 103.68
0.382 103.49
LOW 102.88
0.618 101.90
1.000 101.29
1.618 100.31
2.618 98.72
4.250 96.12
Fisher Pivots for day following 16-Feb-2012
Pivot 1 day 3 day
R1 104.03 103.96
PP 103.85 103.70
S1 103.68 103.45

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

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