NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 09-Feb-2012
Day Change Summary
Previous Current
08-Feb-2012 09-Feb-2012 Change Change % Previous Week
Open 99.60 99.90 0.30 0.3% 100.73
High 100.95 101.13 0.18 0.2% 101.90
Low 99.14 99.72 0.58 0.6% 96.26
Close 99.72 100.87 1.15 1.2% 98.71
Range 1.81 1.41 -0.40 -22.1% 5.64
ATR 2.22 2.16 -0.06 -2.6% 0.00
Volume 136,863 105,231 -31,632 -23.1% 206,425
Daily Pivots for day following 09-Feb-2012
Classic Woodie Camarilla DeMark
R4 104.80 104.25 101.65
R3 103.39 102.84 101.26
R2 101.98 101.98 101.13
R1 101.43 101.43 101.00 101.71
PP 100.57 100.57 100.57 100.71
S1 100.02 100.02 100.74 100.30
S2 99.16 99.16 100.61
S3 97.75 98.61 100.48
S4 96.34 97.20 100.09
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.88 112.93 101.81
R3 110.24 107.29 100.26
R2 104.60 104.60 99.74
R1 101.65 101.65 99.23 100.31
PP 98.96 98.96 98.96 98.28
S1 96.01 96.01 98.19 94.67
S2 93.32 93.32 97.68
S3 87.68 90.37 97.16
S4 82.04 84.73 95.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.13 96.97 4.16 4.1% 1.89 1.9% 94% True False 90,062
10 101.90 96.26 5.64 5.6% 2.06 2.0% 82% False False 64,010
20 103.60 96.26 7.34 7.3% 2.28 2.3% 63% False False 51,878
40 104.18 93.52 10.66 10.6% 2.20 2.2% 69% False False 35,648
60 104.18 93.52 10.66 10.6% 2.22 2.2% 69% False False 28,865
80 104.18 84.95 19.23 19.1% 2.22 2.2% 83% False False 24,786
100 104.18 76.44 27.74 27.5% 2.35 2.3% 88% False False 21,329
120 104.18 76.44 27.74 27.5% 2.27 2.2% 88% False False 18,836
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 0.64
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.12
2.618 104.82
1.618 103.41
1.000 102.54
0.618 102.00
HIGH 101.13
0.618 100.59
0.500 100.43
0.382 100.26
LOW 99.72
0.618 98.85
1.000 98.31
1.618 97.44
2.618 96.03
4.250 93.73
Fisher Pivots for day following 09-Feb-2012
Pivot 1 day 3 day
R1 100.72 100.27
PP 100.57 99.67
S1 100.43 99.07

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

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