NYMEX Light Sweet Crude Oil Future February 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 99.76 98.06 -1.70 -1.7% 101.30
High 99.87 101.45 1.58 1.6% 102.56
Low 97.74 97.86 0.12 0.1% 97.57
Close 97.99 100.32 2.33 2.4% 99.60
Range 2.13 3.59 1.46 68.5% 4.99
ATR 2.66 2.73 0.07 2.5% 0.00
Volume 104,880 90,872 -14,008 -13.4% 369,832
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 110.65 109.07 102.29
R3 107.06 105.48 101.31
R2 103.47 103.47 100.98
R1 101.89 101.89 100.65 102.68
PP 99.88 99.88 99.88 100.27
S1 98.30 98.30 99.99 99.09
S2 96.29 96.29 99.66
S3 92.70 94.71 99.33
S4 89.11 91.12 98.35
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 114.88 112.23 102.34
R3 109.89 107.24 100.97
R2 104.90 104.90 100.51
R1 102.25 102.25 100.06 101.08
PP 99.91 99.91 99.91 99.33
S1 97.26 97.26 99.14 96.09
S2 94.92 94.92 98.69
S3 89.93 92.27 98.23
S4 84.94 87.28 96.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.09 97.57 4.52 4.5% 2.89 2.9% 61% False False 91,925
10 102.56 97.57 4.99 5.0% 2.46 2.5% 55% False False 78,384
20 103.28 95.16 8.12 8.1% 2.77 2.8% 64% False False 72,260
40 103.28 84.57 18.71 18.7% 2.79 2.8% 84% False False 57,035
60 103.28 75.66 27.62 27.5% 2.92 2.9% 89% False False 44,962
80 103.28 75.66 27.62 27.5% 2.79 2.8% 89% False False 36,442
100 103.28 75.66 27.62 27.5% 2.88 2.9% 89% False False 30,596
120 103.28 75.66 27.62 27.5% 2.75 2.7% 89% False False 26,406
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 True
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.71
2.618 110.85
1.618 107.26
1.000 105.04
0.618 103.67
HIGH 101.45
0.618 100.08
0.500 99.66
0.382 99.23
LOW 97.86
0.618 95.64
1.000 94.27
1.618 92.05
2.618 88.46
4.250 82.60
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 100.10 100.05
PP 99.88 99.78
S1 99.66 99.51

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

View Archives - Comment on this page... - Back to Index of Symbols