NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 19-Mar-2012
Day Change Summary
Previous Current
16-Mar-2012 19-Mar-2012 Change Change % Previous Week
Open 105.90 107.78 1.88 1.8% 107.88
High 107.85 108.70 0.85 0.8% 107.94
Low 105.65 107.04 1.39 1.3% 104.29
Close 107.58 108.56 0.98 0.9% 107.58
Range 2.20 1.66 -0.54 -24.5% 3.65
ATR 2.21 2.17 -0.04 -1.8% 0.00
Volume 139,951 231,215 91,264 65.2% 546,446
Daily Pivots for day following 19-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.08 112.48 109.47
R3 111.42 110.82 109.02
R2 109.76 109.76 108.86
R1 109.16 109.16 108.71 109.46
PP 108.10 108.10 108.10 108.25
S1 107.50 107.50 108.41 107.80
S2 106.44 106.44 108.26
S3 104.78 105.84 108.10
S4 103.12 104.18 107.65
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 117.55 116.22 109.59
R3 113.90 112.57 108.58
R2 110.25 110.25 108.25
R1 108.92 108.92 107.91 107.76
PP 106.60 106.60 106.60 106.03
S1 105.27 105.27 107.25 104.11
S2 102.95 102.95 106.91
S3 99.30 101.62 106.58
S4 95.65 97.97 105.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.70 104.29 4.41 4.1% 1.96 1.8% 97% True False 133,690
10 108.70 104.29 4.41 4.1% 2.01 1.8% 97% True False 116,537
20 110.95 104.29 6.66 6.1% 2.23 2.1% 64% False False 98,311
40 110.95 96.26 14.69 13.5% 2.14 2.0% 84% False False 80,063
60 110.95 96.26 14.69 13.5% 2.11 1.9% 84% False False 61,647
80 110.95 93.52 17.43 16.1% 2.15 2.0% 86% False False 50,266
100 110.95 88.58 22.37 20.6% 2.17 2.0% 89% False False 43,170
120 110.95 76.44 34.51 31.8% 2.26 2.1% 93% False False 37,298
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 115.76
2.618 113.05
1.618 111.39
1.000 110.36
0.618 109.73
HIGH 108.70
0.618 108.07
0.500 107.87
0.382 107.67
LOW 107.04
0.618 106.01
1.000 105.38
1.618 104.35
2.618 102.69
4.250 99.99
Fisher Pivots for day following 19-Mar-2012
Pivot 1 day 3 day
R1 108.33 107.87
PP 108.10 107.18
S1 107.87 106.50

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

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