NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 09-Jan-2012
Day Change Summary
Previous Current
06-Jan-2012 09-Jan-2012 Change Change % Previous Week
Open 102.07 103.03 0.96 0.9% 100.70
High 103.51 103.03 -0.48 -0.5% 104.32
Low 101.75 101.13 -0.62 -0.6% 100.70
Close 102.46 102.26 -0.20 -0.2% 102.46
Range 1.76 1.90 0.14 8.0% 3.62
ATR 2.26 2.24 -0.03 -1.1% 0.00
Volume 35,769 41,777 6,008 16.8% 170,430
Daily Pivots for day following 09-Jan-2012
Classic Woodie Camarilla DeMark
R4 107.84 106.95 103.31
R3 105.94 105.05 102.78
R2 104.04 104.04 102.61
R1 103.15 103.15 102.43 102.65
PP 102.14 102.14 102.14 101.89
S1 101.25 101.25 102.09 100.75
S2 100.24 100.24 101.91
S3 98.34 99.35 101.74
S4 96.44 97.45 101.22
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 113.35 111.53 104.45
R3 109.73 107.91 103.46
R2 106.11 106.11 103.12
R1 104.29 104.29 102.79 105.20
PP 102.49 102.49 102.49 102.95
S1 100.67 100.67 102.13 101.58
S2 98.87 98.87 101.80
S3 95.25 97.05 101.46
S4 91.63 93.43 100.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.32 100.70 3.62 3.5% 2.09 2.0% 43% False False 42,441
10 104.32 98.83 5.49 5.4% 1.84 1.8% 62% False False 29,326
20 104.32 93.40 10.92 10.7% 2.20 2.2% 81% False False 28,638
40 104.32 93.40 10.92 10.7% 2.31 2.3% 81% False False 31,655
60 104.32 84.37 19.95 19.5% 2.40 2.3% 90% False False 30,849
80 104.32 76.65 27.67 27.1% 2.53 2.5% 93% False False 28,326
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.11
2.618 108.00
1.618 106.10
1.000 104.93
0.618 104.20
HIGH 103.03
0.618 102.30
0.500 102.08
0.382 101.86
LOW 101.13
0.618 99.96
1.000 99.23
1.618 98.06
2.618 96.16
4.250 93.06
Fisher Pivots for day following 09-Jan-2012
Pivot 1 day 3 day
R1 102.20 102.73
PP 102.14 102.57
S1 102.08 102.42

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

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