NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 107.01 107.24 0.23 0.2% 107.14
High 107.85 107.55 -0.30 -0.3% 108.65
Low 106.20 105.65 -0.55 -0.5% 104.88
Close 107.24 105.95 -1.29 -1.2% 107.87
Range 1.65 1.90 0.25 15.2% 3.77
ATR 2.22 2.19 -0.02 -1.0% 0.00
Volume 88,619 102,126 13,507 15.2% 453,458
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.08 110.92 107.00
R3 110.18 109.02 106.47
R2 108.28 108.28 106.30
R1 107.12 107.12 106.12 106.75
PP 106.38 106.38 106.38 106.20
S1 105.22 105.22 105.78 104.85
S2 104.48 104.48 105.60
S3 102.58 103.32 105.43
S4 100.68 101.42 104.91
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
5 108.65 105.65 3.00 2.8% 1.80 1.7% 10% False True 103,047
10 110.95 104.88 6.07 5.7% 2.28 2.2% 18% False False 95,052
20 110.95 101.49 9.46 8.9% 2.20 2.1% 47% False False 86,318
40 110.95 96.26 14.69 13.9% 2.16 2.0% 66% False False 70,867
60 110.95 93.52 17.43 16.5% 2.10 2.0% 71% False False 54,529
80 110.95 93.52 17.43 16.5% 2.19 2.1% 71% False False 45,051
100 110.95 84.95 26.00 24.5% 2.19 2.1% 81% False False 38,605
120 110.95 76.44 34.51 32.6% 2.31 2.2% 86% False False 33,504
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 True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.63
2.618 112.52
1.618 110.62
1.000 109.45
0.618 108.72
HIGH 107.55
0.618 106.82
0.500 106.60
0.382 106.38
LOW 105.65
0.618 104.48
1.000 103.75
1.618 102.58
2.618 100.68
4.250 97.58
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 106.60 106.80
PP 106.38 106.51
S1 106.17 106.23

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

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