NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 100.70 98.81 -1.89 -1.9% 100.84
High 100.70 98.81 -1.89 -1.9% 102.05
Low 99.58 97.89 -1.69 -1.7% 99.50
Close 99.58 98.60 -0.98 -1.0% 100.92
Range 1.12 0.92 -0.20 -17.9% 2.55
ATR 1.32 1.35 0.03 2.0% 0.00
Volume 4,941 5,285 344 7.0% 20,206
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 101.19 100.82 99.11
R3 100.27 99.90 98.85
R2 99.35 99.35 98.77
R1 98.98 98.98 98.68 98.71
PP 98.43 98.43 98.43 98.30
S1 98.06 98.06 98.52 97.79
S2 97.51 97.51 98.43
S3 96.59 97.14 98.35
S4 95.67 96.22 98.09
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.47 107.25 102.32
R3 105.92 104.70 101.62
R2 103.37 103.37 101.39
R1 102.15 102.15 101.15 102.76
PP 100.82 100.82 100.82 101.13
S1 99.60 99.60 100.69 100.21
S2 98.27 98.27 100.45
S3 95.72 97.05 100.22
S4 93.17 94.50 99.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.09 97.89 4.20 4.3% 0.93 0.9% 17% False True 4,029
10 102.09 97.89 4.20 4.3% 0.94 1.0% 17% False True 4,226
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 0.15
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.72
2.618 101.22
1.618 100.30
1.000 99.73
0.618 99.38
HIGH 98.81
0.618 98.46
0.500 98.35
0.382 98.24
LOW 97.89
0.618 97.32
1.000 96.97
1.618 96.40
2.618 95.48
4.250 93.98
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 98.52 99.99
PP 98.43 99.53
S1 98.35 99.06

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

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