NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 106.65 107.36 0.71 0.7% 107.14
High 107.67 108.65 0.98 0.9% 108.65
Low 106.33 106.62 0.29 0.3% 104.88
Close 107.06 107.87 0.81 0.8% 107.87
Range 1.34 2.03 0.69 51.5% 3.77
ATR 2.29 2.27 -0.02 -0.8% 0.00
Volume 120,997 94,290 -26,707 -22.1% 453,458
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.80 112.87 108.99
R3 111.77 110.84 108.43
R2 109.74 109.74 108.24
R1 108.81 108.81 108.06 109.28
PP 107.71 107.71 107.71 107.95
S1 106.78 106.78 107.68 107.25
S2 105.68 105.68 107.50
S3 103.65 104.75 107.31
S4 101.62 102.72 106.75
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.44 116.93 109.94
R3 114.67 113.16 108.91
R2 110.90 110.90 108.56
R1 109.39 109.39 108.22 110.15
PP 107.13 107.13 107.13 107.51
S1 105.62 105.62 107.52 106.38
S2 103.36 103.36 107.18
S3 99.59 101.85 106.83
S4 95.82 98.08 105.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.65 104.88 3.77 3.5% 2.02 1.9% 79% True False 90,691
10 110.95 104.88 6.07 5.6% 2.47 2.3% 49% False False 85,720
20 110.95 98.38 12.57 11.7% 2.19 2.0% 75% False False 80,208
40 110.95 96.26 14.69 13.6% 2.24 2.1% 79% False False 66,043
60 110.95 93.52 17.43 16.2% 2.19 2.0% 82% False False 50,501
80 110.95 93.52 17.43 16.2% 2.21 2.0% 82% False False 41,701
100 110.95 84.95 26.00 24.1% 2.22 2.1% 88% False False 35,871
120 110.95 76.44 34.51 32.0% 2.32 2.2% 91% False False 31,142
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.28
2.618 113.96
1.618 111.93
1.000 110.68
0.618 109.90
HIGH 108.65
0.618 107.87
0.500 107.64
0.382 107.40
LOW 106.62
0.618 105.37
1.000 104.59
1.618 103.34
2.618 101.31
4.250 97.99
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 107.79 107.50
PP 107.71 107.13
S1 107.64 106.77

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

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