NYMEX Light Sweet Crude Oil Future May 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	101.95	102.19	0.24	0.2%	102.32
High	102.69	102.66	-0.03	0.0%	103.95
Low	100.56	100.74	0.18	0.2%	98.66
Close	101.23	101.12	-0.11	-0.1%	99.41
Range	2.13	1.92	-0.21	-9.9%	5.29
ATR	2.26	2.23	-0.02	-1.1%	0.00
Volume	45,708	34,967	-10,741	-23.5%	154,580

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.27	106.11	102.18
R3	105.35	104.19	101.65
R2	103.43	103.43	101.47
R1	102.27	102.27	101.30	101.89
PP	101.51	101.51	101.51	101.32
S1	100.35	100.35	100.94	99.97
S2	99.59	99.59	100.77
S3	97.67	98.43	100.59
S4	95.75	96.51	100.06

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.54	113.27	102.32
R3	111.25	107.98	100.86
R2	105.96	105.96	100.38
R1	102.69	102.69	99.89	101.68
PP	100.67	100.67	100.67	100.17
S1	97.40	97.40	98.93	96.39
S2	95.38	95.38	98.44
S3	90.09	92.11	97.96
S4	84.80	86.82	96.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.60	98.66	4.94	4.9%	2.59	2.6%	50%	False	False	37,535
10	103.96	98.66	5.30	5.2%	2.20	2.2%	46%	False	False	33,327
20	104.18	94.93	9.25	9.1%	2.05	2.0%	67%	False	False	23,845
40	104.18	93.52	10.66	10.5%	2.14	2.1%	71%	False	False	20,128
60	104.18	88.04	16.14	16.0%	2.19	2.2%	81%	False	False	18,238
80	104.18	76.44	27.74	27.4%	2.32	2.3%	89%	False	False	15,657
100	104.18	76.44	27.74	27.4%	2.27	2.2%	89%	False	False	13,803

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.57
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	110.82
2.618	107.69
1.618	105.77
1.000	104.58
0.618	103.85
HIGH	102.66
0.618	101.93
0.500	101.70
0.382	101.47
LOW	100.74
0.618	99.55
1.000	98.82
1.618	97.63
2.618	95.71
4.250	92.58

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	101.70	101.11
PP	101.51	101.10
S1	101.31	101.10

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