NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 100.30 103.27 2.97 3.0% 99.86
High 103.57 104.18 0.61 0.6% 102.00
Low 100.30 102.52 2.22 2.2% 98.88
Close 103.42 103.78 0.36 0.3% 99.41
Range 3.27 1.66 -1.61 -49.2% 3.12
ATR 2.27 2.22 -0.04 -1.9% 0.00
Volume 14,347 37,101 22,754 158.6% 34,745
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 108.47 107.79 104.69
R3 106.81 106.13 104.24
R2 105.15 105.15 104.08
R1 104.47 104.47 103.93 104.81
PP 103.49 103.49 103.49 103.67
S1 102.81 102.81 103.63 103.15
S2 101.83 101.83 103.48
S3 100.17 101.15 103.32
S4 98.51 99.49 102.87
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 109.46 107.55 101.13
R3 106.34 104.43 100.27
R2 103.22 103.22 99.98
R1 101.31 101.31 99.70 100.71
PP 100.10 100.10 100.10 99.79
S1 98.19 98.19 99.12 97.59
S2 96.98 96.98 98.84
S3 93.86 95.07 98.55
S4 90.74 91.95 97.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.18 98.88 5.30 5.1% 1.99 1.9% 92% True False 15,968
10 104.18 94.93 9.25 8.9% 1.91 1.8% 96% True False 14,363
20 104.18 93.52 10.66 10.3% 2.18 2.1% 96% True False 17,052
40 104.18 93.52 10.66 10.3% 2.20 2.1% 96% True False 15,261
60 104.18 84.03 20.15 19.4% 2.24 2.2% 98% True False 14,144
80 104.18 76.44 27.74 26.7% 2.36 2.3% 99% True False 12,350
100 104.18 76.44 27.74 26.7% 2.28 2.2% 99% True False 11,083
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.24
2.618 108.53
1.618 106.87
1.000 105.84
0.618 105.21
HIGH 104.18
0.618 103.55
0.500 103.35
0.382 103.15
LOW 102.52
0.618 101.49
1.000 100.86
1.618 99.83
2.618 98.17
4.250 95.47
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 103.64 103.08
PP 103.49 102.38
S1 103.35 101.68

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

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