NYMEX Light Sweet Crude Oil Future May 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 105.58 103.29 -2.29 -2.2% 106.79
High 105.70 104.14 -1.56 -1.5% 107.73
Low 102.13 102.78 0.65 0.6% 102.13
Close 102.78 103.02 0.24 0.2% 103.02
Range 3.57 1.36 -2.21 -61.9% 5.60
ATR 2.26 2.20 -0.06 -2.9% 0.00
Volume 303,172 221,794 -81,378 -26.8% 1,165,298
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 107.39 106.57 103.77
R3 106.03 105.21 103.39
R2 104.67 104.67 103.27
R1 103.85 103.85 103.14 103.58
PP 103.31 103.31 103.31 103.18
S1 102.49 102.49 102.90 102.22
S2 101.95 101.95 102.77
S3 100.59 101.13 102.65
S4 99.23 99.77 102.27
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 121.09 117.66 106.10
R3 115.49 112.06 104.56
R2 109.89 109.89 104.05
R1 106.46 106.46 103.53 105.38
PP 104.29 104.29 104.29 103.75
S1 100.86 100.86 102.51 99.78
S2 98.69 98.69 101.99
S3 93.09 95.26 101.48
S4 87.49 89.66 99.94
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.73 102.13 5.60 5.4% 1.91 1.9% 16% False False 233,059
10 108.70 102.13 6.57 6.4% 2.12 2.1% 14% False False 248,531
20 108.70 102.13 6.57 6.4% 2.07 2.0% 14% False False 174,261
40 110.95 96.97 13.98 13.6% 2.12 2.1% 43% False False 127,156
60 110.95 96.26 14.69 14.3% 2.17 2.1% 46% False False 96,985
80 110.95 93.52 17.43 16.9% 2.17 2.1% 55% False False 77,001
100 110.95 93.52 17.43 16.9% 2.18 2.1% 55% False False 64,295
120 110.95 84.03 26.92 26.1% 2.20 2.1% 71% False False 55,564
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 109.92
2.618 107.70
1.618 106.34
1.000 105.50
0.618 104.98
HIGH 104.14
0.618 103.62
0.500 103.46
0.382 103.30
LOW 102.78
0.618 101.94
1.000 101.42
1.618 100.58
2.618 99.22
4.250 97.00
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 103.46 104.54
PP 103.31 104.03
S1 103.17 103.53

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

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