NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 105.53 106.65 1.12 1.1% 110.26
High 107.00 107.67 0.67 0.6% 110.95
Low 104.88 106.33 1.45 1.4% 105.30
Close 106.65 107.06 0.41 0.4% 107.17
Range 2.12 1.34 -0.78 -36.8% 5.65
ATR 2.37 2.29 -0.07 -3.1% 0.00
Volume 107,263 120,997 13,734 12.8% 403,744
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 111.04 110.39 107.80
R3 109.70 109.05 107.43
R2 108.36 108.36 107.31
R1 107.71 107.71 107.18 108.04
PP 107.02 107.02 107.02 107.18
S1 106.37 106.37 106.94 106.70
S2 105.68 105.68 106.81
S3 104.34 105.03 106.69
S4 103.00 103.69 106.32
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124.76 121.61 110.28
R3 119.11 115.96 108.72
R2 113.46 113.46 108.21
R1 110.31 110.31 107.69 109.06
PP 107.81 107.81 107.81 107.18
S1 104.66 104.66 106.65 103.41
S2 102.16 102.16 106.13
S3 96.51 99.01 105.62
S4 90.86 93.36 104.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.41 104.88 4.53 4.2% 2.24 2.1% 48% False False 93,590
10 110.95 104.88 6.07 5.7% 2.47 2.3% 36% False False 86,168
20 110.95 98.38 12.57 11.7% 2.16 2.0% 69% False False 80,755
40 110.95 96.26 14.69 13.7% 2.23 2.1% 74% False False 64,538
60 110.95 93.52 17.43 16.3% 2.19 2.0% 78% False False 49,249
80 110.95 93.52 17.43 16.3% 2.20 2.1% 78% False False 40,686
100 110.95 84.95 26.00 24.3% 2.23 2.1% 85% False False 35,014
120 110.95 76.44 34.51 32.2% 2.32 2.2% 89% False False 30,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 113.37
2.618 111.18
1.618 109.84
1.000 109.01
0.618 108.50
HIGH 107.67
0.618 107.16
0.500 107.00
0.382 106.84
LOW 106.33
0.618 105.50
1.000 104.99
1.618 104.16
2.618 102.82
4.250 100.64
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 107.04 106.81
PP 107.02 106.55
S1 107.00 106.30

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

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