NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 14-Feb-2012
Day Change Summary
Previous Current
13-Feb-2012 14-Feb-2012 Change Change % Previous Week
Open 100.30 101.40 1.10 1.1% 98.56
High 102.00 102.64 0.64 0.6% 101.13
Low 100.20 101.20 1.00 1.0% 97.00
Close 101.84 101.60 -0.24 -0.2% 99.63
Range 1.80 1.44 -0.36 -20.0% 4.13
ATR 2.20 2.14 -0.05 -2.5% 0.00
Volume 58,794 50,747 -8,047 -13.7% 462,171
Daily Pivots for day following 14-Feb-2012
Classic Woodie Camarilla DeMark
R4 106.13 105.31 102.39
R3 104.69 103.87 102.00
R2 103.25 103.25 101.86
R1 102.43 102.43 101.73 102.84
PP 101.81 101.81 101.81 102.02
S1 100.99 100.99 101.47 101.40
S2 100.37 100.37 101.34
S3 98.93 99.55 101.20
S4 97.49 98.11 100.81
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 111.64 109.77 101.90
R3 107.51 105.64 100.77
R2 103.38 103.38 100.39
R1 101.51 101.51 100.01 102.45
PP 99.25 99.25 99.25 99.72
S1 97.38 97.38 99.25 98.32
S2 95.12 95.12 98.87
S3 90.99 93.25 98.49
S4 86.86 89.12 97.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.64 98.38 4.26 4.2% 1.75 1.7% 76% True False 83,971
10 102.64 96.26 6.38 6.3% 1.99 2.0% 84% True False 71,402
20 102.69 96.26 6.43 6.3% 2.12 2.1% 83% False False 55,416
40 104.18 93.52 10.66 10.5% 2.06 2.0% 76% False False 38,635
60 104.18 93.52 10.66 10.5% 2.19 2.2% 76% False False 31,296
80 104.18 84.95 19.23 18.9% 2.19 2.2% 87% False False 26,676
100 104.18 76.44 27.74 27.3% 2.33 2.3% 91% False False 22,941
120 104.18 76.44 27.74 27.3% 2.25 2.2% 91% False False 20,128
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 0.48
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.76
2.618 106.41
1.618 104.97
1.000 104.08
0.618 103.53
HIGH 102.64
0.618 102.09
0.500 101.92
0.382 101.75
LOW 101.20
0.618 100.31
1.000 99.76
1.618 98.87
2.618 97.43
4.250 95.08
Fisher Pivots for day following 14-Feb-2012
Pivot 1 day 3 day
R1 101.92 101.24
PP 101.81 100.87
S1 101.71 100.51

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

View Archives - Comment on this page... - Back to Index of Symbols