NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 99.30 97.90 -1.40 -1.4% 99.00
High 100.27 98.79 -1.48 -1.5% 102.01
Low 97.91 96.26 -1.65 -1.7% 98.06
Close 98.41 97.17 -1.24 -1.3% 100.30
Range 2.36 2.53 0.17 7.2% 3.95
ATR 2.26 2.28 0.02 0.8% 0.00
Volume 48,066 37,886 -10,180 -21.2% 220,319
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 105.00 103.61 98.56
R3 102.47 101.08 97.87
R2 99.94 99.94 97.63
R1 98.55 98.55 97.40 97.98
PP 97.41 97.41 97.41 97.12
S1 96.02 96.02 96.94 95.45
S2 94.88 94.88 96.71
S3 92.35 93.49 96.47
S4 89.82 90.96 95.78
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
5 101.90 96.26 5.64 5.8% 2.23 2.3% 16% False True 37,959
10 102.01 96.26 5.75 5.9% 2.33 2.4% 16% False True 39,958
20 103.96 96.26 7.70 7.9% 2.26 2.3% 12% False True 36,643
40 104.18 93.52 10.66 11.0% 2.22 2.3% 34% False False 26,847
60 104.18 93.52 10.66 11.0% 2.22 2.3% 34% False False 22,388
80 104.18 84.03 20.15 20.7% 2.24 2.3% 65% False False 19,769
100 104.18 76.44 27.74 28.5% 2.34 2.4% 75% False False 17,209
120 104.18 76.44 27.74 28.5% 2.28 2.3% 75% False False 15,343
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 0.67
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 109.54
2.618 105.41
1.618 102.88
1.000 101.32
0.618 100.35
HIGH 98.79
0.618 97.82
0.500 97.53
0.382 97.23
LOW 96.26
0.618 94.70
1.000 93.73
1.618 92.17
2.618 89.64
4.250 85.51
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 97.53 99.08
PP 97.41 98.44
S1 97.29 97.81

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

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