NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 100.92 100.31 -0.61 -0.6% 99.53
High 102.12 100.87 -1.25 -1.2% 102.30
Low 99.56 99.13 -0.43 -0.4% 99.27
Close 100.12 99.43 -0.69 -0.7% 100.91
Range 2.56 1.74 -0.82 -32.0% 3.03
ATR 1.68 1.69 0.00 0.2% 0.00
Volume 6,697 10,422 3,725 55.6% 41,712
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.03 103.97 100.39
R3 103.29 102.23 99.91
R2 101.55 101.55 99.75
R1 100.49 100.49 99.59 100.15
PP 99.81 99.81 99.81 99.64
S1 98.75 98.75 99.27 98.41
S2 98.07 98.07 99.11
S3 96.33 97.01 98.95
S4 94.59 95.27 98.47
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.92 108.44 102.58
R3 106.89 105.41 101.74
R2 103.86 103.86 101.47
R1 102.38 102.38 101.19 103.12
PP 100.83 100.83 100.83 101.20
S1 99.35 99.35 100.63 100.09
S2 97.80 97.80 100.35
S3 94.77 96.32 100.08
S4 91.74 93.29 99.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.30 99.13 3.17 3.2% 1.54 1.5% 9% False True 8,845
10 102.55 99.13 3.42 3.4% 1.48 1.5% 9% False True 9,457
20 103.67 99.12 4.55 4.6% 1.58 1.6% 7% False False 8,846
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.27
2.618 105.43
1.618 103.69
1.000 102.61
0.618 101.95
HIGH 100.87
0.618 100.21
0.500 100.00
0.382 99.79
LOW 99.13
0.618 98.05
1.000 97.39
1.618 96.31
2.618 94.57
4.250 91.74
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 100.00 100.63
PP 99.81 100.23
S1 99.62 99.83

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

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