NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 07-Feb-2012
Day Change Summary
Previous Current
06-Feb-2012 07-Feb-2012 Change Change % Previous Week
Open 98.15 97.63 -0.52 -0.5% 100.30
High 98.15 99.53 1.38 1.4% 101.59
Low 96.78 96.33 -0.45 -0.5% 95.81
Close 97.41 98.82 1.41 1.4% 98.23
Range 1.37 3.20 1.83 133.6% 5.78
ATR 2.28 2.34 0.07 2.9% 0.00
Volume 115,402 115,703 301 0.3% 362,590
Daily Pivots for day following 07-Feb-2012
Classic Woodie Camarilla DeMark
R4 107.83 106.52 100.58
R3 104.63 103.32 99.70
R2 101.43 101.43 99.41
R1 100.12 100.12 99.11 100.78
PP 98.23 98.23 98.23 98.55
S1 96.92 96.92 98.53 97.58
S2 95.03 95.03 98.23
S3 91.83 93.72 97.94
S4 88.63 90.52 97.06
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.88 112.84 101.41
R3 110.10 107.06 99.82
R2 104.32 104.32 99.29
R1 101.28 101.28 98.76 99.91
PP 98.54 98.54 98.54 97.86
S1 95.50 95.50 97.70 94.13
S2 92.76 92.76 97.17
S3 86.98 89.72 96.64
S4 81.20 83.94 95.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.84 95.81 4.03 4.1% 2.29 2.3% 75% False False 98,185
10 101.70 95.81 5.89 6.0% 2.28 2.3% 51% False False 78,259
20 103.80 95.81 7.99 8.1% 2.37 2.4% 38% False False 66,581
40 104.10 93.27 10.83 11.0% 2.34 2.4% 51% False False 46,993
60 104.10 93.27 10.83 11.0% 2.36 2.4% 51% False False 37,813
80 104.10 84.22 19.88 20.1% 2.38 2.4% 73% False False 32,063
100 104.10 76.15 27.95 28.3% 2.49 2.5% 81% False False 27,253
120 104.10 76.15 27.95 28.3% 2.50 2.5% 81% False False 23,890
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.73
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 113.13
2.618 107.91
1.618 104.71
1.000 102.73
0.618 101.51
HIGH 99.53
0.618 98.31
0.500 97.93
0.382 97.55
LOW 96.33
0.618 94.35
1.000 93.13
1.618 91.15
2.618 87.95
4.250 82.73
Fisher Pivots for day following 07-Feb-2012
Pivot 1 day 3 day
R1 98.52 98.52
PP 98.23 98.23
S1 97.93 97.93

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

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