NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
13-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 99.72 99.40 -0.32 -0.3% 102.50
High 100.67 101.48 0.81 0.8% 103.80
Low 98.25 99.10 0.85 0.9% 98.25
Close 99.12 101.14 2.02 2.0% 99.12
Range 2.42 2.38 -0.04 -1.7% 5.55
ATR 2.42 2.42 0.00 -0.1% 0.00
Volume 44,095 60,761 16,666 37.8% 235,691
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.71 106.81 102.45
R3 105.33 104.43 101.79
R2 102.95 102.95 101.58
R1 102.05 102.05 101.36 102.50
PP 100.57 100.57 100.57 100.80
S1 99.67 99.67 100.92 100.12
S2 98.19 98.19 100.70
S3 95.81 97.29 100.49
S4 93.43 94.91 99.83
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 117.04 113.63 102.17
R3 111.49 108.08 100.65
R2 105.94 105.94 100.14
R1 102.53 102.53 99.63 101.46
PP 100.39 100.39 100.39 99.86
S1 96.98 96.98 98.61 95.91
S2 94.84 94.84 98.10
S3 89.29 91.43 97.59
S4 83.74 85.88 96.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.80 98.25 5.55 5.5% 2.59 2.6% 52% False False 48,664
10 104.10 98.25 5.85 5.8% 2.42 2.4% 49% False False 46,125
20 104.10 93.27 10.83 10.7% 2.18 2.2% 73% False False 32,608
40 104.10 93.27 10.83 10.7% 2.38 2.4% 73% False False 27,688
60 104.10 84.94 19.16 18.9% 2.39 2.4% 85% False False 23,648
80 104.10 76.15 27.95 27.6% 2.54 2.5% 89% False False 20,004
100 104.10 76.15 27.95 27.6% 2.49 2.5% 89% False False 17,466
120 104.10 76.15 27.95 27.6% 2.55 2.5% 89% False False 15,421
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 0.54
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.60
2.618 107.71
1.618 105.33
1.000 103.86
0.618 102.95
HIGH 101.48
0.618 100.57
0.500 100.29
0.382 100.01
LOW 99.10
0.618 97.63
1.000 96.72
1.618 95.25
2.618 92.87
4.250 88.99
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 100.86 101.04
PP 100.57 100.93
S1 100.29 100.83

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

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