NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 100.19 99.43 -0.76 -0.8% 93.40
High 100.38 99.76 -0.62 -0.6% 99.84
Low 99.17 99.43 0.26 0.3% 93.40
Close 99.33 99.76 0.43 0.4% 99.38
Range 1.21 0.33 -0.88 -72.7% 6.44
ATR 1.76 1.67 -0.10 -5.4% 0.00
Volume 1,449 3,076 1,627 112.3% 15,227
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 100.64 100.53 99.94
R3 100.31 100.20 99.85
R2 99.98 99.98 99.82
R1 99.87 99.87 99.79 99.93
PP 99.65 99.65 99.65 99.68
S1 99.54 99.54 99.73 99.60
S2 99.32 99.32 99.70
S3 98.99 99.21 99.67
S4 98.66 98.88 99.58
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 116.86 114.56 102.92
R3 110.42 108.12 101.15
R2 103.98 103.98 100.56
R1 101.68 101.68 99.97 102.83
PP 97.54 97.54 97.54 98.12
S1 95.24 95.24 98.79 96.39
S2 91.10 91.10 98.20
S3 84.66 88.80 97.61
S4 78.22 82.36 95.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.18 98.57 2.61 2.6% 0.92 0.9% 46% False False 2,499
10 101.18 93.40 7.78 7.8% 1.21 1.2% 82% False False 2,937
20 101.48 93.40 8.08 8.1% 1.53 1.5% 79% False False 3,689
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.08
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 101.16
2.618 100.62
1.618 100.29
1.000 100.09
0.618 99.96
HIGH 99.76
0.618 99.63
0.500 99.60
0.382 99.56
LOW 99.43
0.618 99.23
1.000 99.10
1.618 98.90
2.618 98.57
4.250 98.03
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 99.71 100.18
PP 99.65 100.04
S1 99.60 99.90

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

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