NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 23-Apr-2012
Day Change Summary
Previous Current
20-Apr-2012 23-Apr-2012 Change Change % Previous Week
Open 103.72 104.62 0.90 0.9% 104.00
High 105.34 104.62 -0.72 -0.7% 106.17
Low 103.71 102.63 -1.08 -1.0% 102.96
Close 104.64 103.95 -0.69 -0.7% 104.64
Range 1.63 1.99 0.36 22.1% 3.21
ATR 1.94 1.94 0.01 0.3% 0.00
Volume 23,131 22,252 -879 -3.8% 143,909
Daily Pivots for day following 23-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.70 108.82 105.04
R3 107.71 106.83 104.50
R2 105.72 105.72 104.31
R1 104.84 104.84 104.13 104.29
PP 103.73 103.73 103.73 103.46
S1 102.85 102.85 103.77 102.30
S2 101.74 101.74 103.59
S3 99.75 100.86 103.40
S4 97.76 98.87 102.86
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 114.22 112.64 106.41
R3 111.01 109.43 105.52
R2 107.80 107.80 105.23
R1 106.22 106.22 104.93 107.01
PP 104.59 104.59 104.59 104.99
S1 103.01 103.01 104.35 103.80
S2 101.38 101.38 104.05
S3 98.17 99.80 103.76
S4 94.96 96.59 102.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.17 102.63 3.54 3.4% 1.88 1.8% 37% False True 28,875
10 106.17 102.29 3.88 3.7% 1.80 1.7% 43% False False 28,547
20 108.87 102.29 6.58 6.3% 1.91 1.8% 25% False False 23,302
40 111.38 102.29 9.09 8.7% 1.92 1.8% 18% False False 21,910
60 111.38 97.37 14.01 13.5% 1.78 1.7% 47% False False 19,120
80 111.38 97.37 14.01 13.5% 1.70 1.6% 47% False False 16,037
100 111.38 93.40 17.98 17.3% 1.67 1.6% 59% False False 13,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 113.08
2.618 109.83
1.618 107.84
1.000 106.61
0.618 105.85
HIGH 104.62
0.618 103.86
0.500 103.63
0.382 103.39
LOW 102.63
0.618 101.40
1.000 100.64
1.618 99.41
2.618 97.42
4.250 94.17
Fisher Pivots for day following 23-Apr-2012
Pivot 1 day 3 day
R1 103.84 103.99
PP 103.73 103.97
S1 103.63 103.96

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

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