NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 29-Feb-2012
Day Change Summary
Previous Current
28-Feb-2012 29-Feb-2012 Change Change % Previous Week
Open 108.38 107.00 -1.38 -1.3% 105.19
High 109.20 107.87 -1.33 -1.2% 110.34
Low 106.75 105.30 -1.45 -1.4% 105.12
Close 107.00 107.52 0.52 0.5% 110.18
Range 2.45 2.57 0.12 4.9% 5.22
ATR 2.19 2.21 0.03 1.2% 0.00
Volume 69,578 64,585 -4,993 -7.2% 331,372
Daily Pivots for day following 29-Feb-2012
Classic Woodie Camarilla DeMark
R4 114.61 113.63 108.93
R3 112.04 111.06 108.23
R2 109.47 109.47 107.99
R1 108.49 108.49 107.76 108.98
PP 106.90 106.90 106.90 107.14
S1 105.92 105.92 107.28 106.41
S2 104.33 104.33 107.05
S3 101.76 103.35 106.81
S4 99.19 100.78 106.11
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
5 110.34 105.30 5.04 4.7% 2.54 2.4% 44% False True 75,088
10 110.34 101.49 8.85 8.2% 2.11 2.0% 68% False False 77,583
20 110.34 96.26 14.08 13.1% 2.05 1.9% 80% False False 74,493
40 110.34 96.26 14.08 13.1% 2.16 2.0% 80% False False 54,705
60 110.34 93.52 16.82 15.6% 2.14 2.0% 83% False False 41,714
80 110.34 90.61 19.73 18.4% 2.17 2.0% 86% False False 34,638
100 110.34 80.09 30.25 28.1% 2.22 2.1% 91% False False 30,063
120 110.34 76.44 33.90 31.5% 2.28 2.1% 92% False False 26,166
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 118.79
2.618 114.60
1.618 112.03
1.000 110.44
0.618 109.46
HIGH 107.87
0.618 106.89
0.500 106.59
0.382 106.28
LOW 105.30
0.618 103.71
1.000 102.73
1.618 101.14
2.618 98.57
4.250 94.38
Fisher Pivots for day following 29-Feb-2012
Pivot 1 day 3 day
R1 107.21 107.78
PP 106.90 107.69
S1 106.59 107.61

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

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