NYMEX Light Sweet Crude Oil Future March 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	97.13	98.77	1.64	1.7%	100.00
High	99.13	100.09	0.96	1.0%	101.29
Low	95.84	98.10	2.26	2.4%	95.44
Close	98.41	98.71	0.30	0.3%	97.84
Range	3.29	1.99	-1.30	-39.5%	5.85
ATR	2.40	2.37	-0.03	-1.2%	0.00
Volume	385,704	339,608	-46,096	-12.0%	1,428,161

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	104.94	103.81	99.80
R3	102.95	101.82	99.26
R2	100.96	100.96	99.07
R1	99.83	99.83	98.89	99.40
PP	98.97	98.97	98.97	98.75
S1	97.84	97.84	98.53	97.41
S2	96.98	96.98	98.35
S3	94.99	95.85	98.16
S4	93.00	93.86	97.62

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.74	112.64	101.06
R3	109.89	106.79	99.45
R2	104.04	104.04	98.91
R1	100.94	100.94	98.38	99.57
PP	98.19	98.19	98.19	97.50
S1	95.09	95.09	97.30	93.72
S2	92.34	92.34	96.77
S3	86.49	89.24	96.23
S4	80.64	83.39	94.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	100.09	95.44	4.65	4.7%	2.24	2.3%	70%	True	False	314,405
10	101.39	95.44	5.95	6.0%	2.23	2.3%	55%	False	False	288,160
20	103.19	95.44	7.75	7.9%	2.42	2.5%	42%	False	False	245,837
40	103.90	92.95	10.95	11.1%	2.41	2.4%	53%	False	False	152,736
60	103.90	92.95	10.95	11.1%	2.47	2.5%	53%	False	False	116,954
80	103.90	84.69	19.21	19.5%	2.55	2.6%	73%	False	False	95,807
100	103.90	75.90	28.00	28.4%	2.65	2.7%	81%	False	False	80,048
120	103.90	75.90	28.00	28.4%	2.64	2.7%	81%	False	False	68,862

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	0.71
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.55
2.618	105.30
1.618	103.31
1.000	102.08
0.618	101.32
HIGH	100.09
0.618	99.33
0.500	99.10
0.382	98.86
LOW	98.10
0.618	96.87
1.000	96.11
1.618	94.88
2.618	92.89
4.250	89.64

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	99.10	98.46
PP	98.97	98.21
S1	98.84	97.97

Download as Excel Spreadsheet

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

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