NYMEX Light Sweet Crude Oil Future April 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 106.24 106.87 0.63 0.6% 106.75
High 107.20 108.20 1.00 0.9% 108.20
Low 105.84 106.13 0.29 0.3% 104.35
Close 106.58 107.40 0.82 0.8% 107.40
Range 1.36 2.07 0.71 52.2% 3.85
ATR 2.36 2.34 -0.02 -0.9% 0.00
Volume 251,117 266,600 15,483 6.2% 1,360,536
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.45 112.50 108.54
R3 111.38 110.43 107.97
R2 109.31 109.31 107.78
R1 108.36 108.36 107.59 108.84
PP 107.24 107.24 107.24 107.48
S1 106.29 106.29 107.21 106.77
S2 105.17 105.17 107.02
S3 103.10 104.22 106.83
S4 101.03 102.15 106.26
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.20 116.65 109.52
R3 114.35 112.80 108.46
R2 110.50 110.50 108.11
R1 108.95 108.95 107.75 109.73
PP 106.65 106.65 106.65 107.04
S1 105.10 105.10 107.05 105.88
S2 102.80 102.80 106.69
S3 98.95 101.25 106.34
S4 95.10 97.40 105.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.20 104.35 3.85 3.6% 2.08 1.9% 79% True False 272,107
10 110.55 104.35 6.20 5.8% 2.52 2.3% 49% False False 287,182
20 110.55 97.73 12.82 11.9% 2.26 2.1% 75% False False 242,340
40 110.55 95.81 14.74 13.7% 2.31 2.1% 79% False False 160,258
60 110.55 93.27 17.28 16.1% 2.30 2.1% 82% False False 116,706
80 110.55 93.27 17.28 16.1% 2.32 2.2% 82% False False 92,639
100 110.55 84.94 25.61 23.8% 2.34 2.2% 88% False False 77,135
120 110.55 76.15 34.40 32.0% 2.45 2.3% 91% False False 65,695
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 0.51
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.00
2.618 113.62
1.618 111.55
1.000 110.27
0.618 109.48
HIGH 108.20
0.618 107.41
0.500 107.17
0.382 106.92
LOW 106.13
0.618 104.85
1.000 104.06
1.618 102.78
2.618 100.71
4.250 97.33
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 107.32 107.03
PP 107.24 106.65
S1 107.17 106.28

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

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