NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 99.80 99.30 -0.50 -0.5% 99.00
High 101.90 100.27 -1.63 -1.6% 102.01
Low 98.70 97.91 -0.79 -0.8% 98.06
Close 99.27 98.41 -0.86 -0.9% 100.30
Range 3.20 2.36 -0.84 -26.3% 3.95
ATR 2.25 2.26 0.01 0.3% 0.00
Volume 37,721 48,066 10,345 27.4% 220,319
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.94 104.54 99.71
R3 103.58 102.18 99.06
R2 101.22 101.22 98.84
R1 99.82 99.82 98.63 99.34
PP 98.86 98.86 98.86 98.63
S1 97.46 97.46 98.19 96.98
S2 96.50 96.50 97.98
S3 94.14 95.10 97.76
S4 91.78 92.74 97.11
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 111.97 110.09 102.47
R3 108.02 106.14 101.39
R2 104.07 104.07 101.02
R1 102.19 102.19 100.66 103.13
PP 100.12 100.12 100.12 100.60
S1 98.24 98.24 99.94 99.18
S2 96.17 96.17 99.58
S3 92.22 94.29 99.21
S4 88.27 90.34 98.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.01 97.91 4.10 4.2% 2.13 2.2% 12% False True 39,636
10 102.66 97.91 4.75 4.8% 2.27 2.3% 11% False True 39,667
20 104.18 97.91 6.27 6.4% 2.22 2.3% 8% False True 36,603
40 104.18 93.52 10.66 10.8% 2.20 2.2% 46% False False 26,192
60 104.18 92.73 11.45 11.6% 2.20 2.2% 50% False False 21,980
80 104.18 82.09 22.09 22.4% 2.24 2.3% 74% False False 19,429
100 104.18 76.44 27.74 28.2% 2.34 2.4% 79% False False 16,940
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.30
2.618 106.45
1.618 104.09
1.000 102.63
0.618 101.73
HIGH 100.27
0.618 99.37
0.500 99.09
0.382 98.81
LOW 97.91
0.618 96.45
1.000 95.55
1.618 94.09
2.618 91.73
4.250 87.88
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 99.09 99.91
PP 98.86 99.41
S1 98.64 98.91

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

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