NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 101.82 102.33 0.51 0.5% 100.53
High 102.62 103.60 0.98 1.0% 103.16
Low 100.99 102.33 1.34 1.3% 100.53
Close 102.12 102.70 0.58 0.6% 102.13
Range 1.63 1.27 -0.36 -22.1% 2.63
ATR 1.78 1.76 -0.02 -1.2% 0.00
Volume 7,298 8,329 1,031 14.1% 30,807
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.69 105.96 103.40
R3 105.42 104.69 103.05
R2 104.15 104.15 102.93
R1 103.42 103.42 102.82 103.79
PP 102.88 102.88 102.88 103.06
S1 102.15 102.15 102.58 102.52
S2 101.61 101.61 102.47
S3 100.34 100.88 102.35
S4 99.07 99.61 102.00
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.83 108.61 103.58
R3 107.20 105.98 102.85
R2 104.57 104.57 102.61
R1 103.35 103.35 102.37 103.96
PP 101.94 101.94 101.94 102.25
S1 100.72 100.72 101.89 101.33
S2 99.31 99.31 101.65
S3 96.68 98.09 101.41
S4 94.05 95.46 100.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.60 100.99 2.61 2.5% 1.41 1.4% 66% True False 8,053
10 103.60 98.28 5.32 5.2% 1.23 1.2% 83% True False 5,579
20 103.60 93.44 10.16 9.9% 1.36 1.3% 91% True False 5,713
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.24
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 109.00
2.618 106.92
1.618 105.65
1.000 104.87
0.618 104.38
HIGH 103.60
0.618 103.11
0.500 102.97
0.382 102.82
LOW 102.33
0.618 101.55
1.000 101.06
1.618 100.28
2.618 99.01
4.250 96.93
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 102.97 102.57
PP 102.88 102.43
S1 102.79 102.30

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

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