NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 109.03 110.26 1.23 1.1% 105.19
High 110.34 110.26 -0.08 -0.1% 110.34
Low 108.36 107.75 -0.61 -0.6% 105.12
Close 110.18 109.02 -1.16 -1.1% 110.18
Range 1.98 2.51 0.53 26.8% 5.22
ATR 2.14 2.17 0.03 1.2% 0.00
Volume 98,771 72,464 -26,307 -26.6% 331,372
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 116.54 115.29 110.40
R3 114.03 112.78 109.71
R2 111.52 111.52 109.48
R1 110.27 110.27 109.25 109.64
PP 109.01 109.01 109.01 108.70
S1 107.76 107.76 108.79 107.13
S2 106.50 106.50 108.56
S3 103.99 105.25 108.33
S4 101.48 102.74 107.64
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 124.21 122.41 113.05
R3 118.99 117.19 111.62
R2 113.77 113.77 111.14
R1 111.97 111.97 110.66 112.87
PP 108.55 108.55 108.55 109.00
S1 106.75 106.75 109.70 107.65
S2 103.33 103.33 109.22
S3 98.11 101.53 108.74
S4 92.89 96.31 107.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.34 105.12 5.22 4.8% 2.12 1.9% 75% False False 80,767
10 110.34 100.20 10.14 9.3% 1.93 1.8% 87% False False 75,121
20 110.34 96.26 14.08 12.9% 2.04 1.9% 91% False False 70,990
40 110.34 96.26 14.08 12.9% 2.10 1.9% 91% False False 51,901
60 110.34 93.52 16.82 15.4% 2.13 2.0% 92% False False 40,019
80 110.34 88.58 21.76 20.0% 2.15 2.0% 94% False False 33,274
100 110.34 76.44 33.90 31.1% 2.22 2.0% 96% False False 28,864
120 110.34 76.44 33.90 31.1% 2.28 2.1% 96% False False 25,113
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120.93
2.618 116.83
1.618 114.32
1.000 112.77
0.618 111.81
HIGH 110.26
0.618 109.30
0.500 109.01
0.382 108.71
LOW 107.75
0.618 106.20
1.000 105.24
1.618 103.69
2.618 101.18
4.250 97.08
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 109.02 108.73
PP 109.01 108.44
S1 109.01 108.15

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

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