NYMEX Light Sweet Crude Oil Future June 2012

Trading Metrics calculated at close of trading on 09-Feb-2012

Day Change Summary
	Previous	Current
	08-Feb-2012	09-Feb-2012	Change	Change %	Previous Week
Open	100.19	100.61	0.42	0.4%	100.90
High	101.50	101.75	0.25	0.2%	102.21
Low	99.75	100.42	0.67	0.7%	96.67
Close	100.39	101.54	1.15	1.1%	99.17
Range	1.75	1.33	-0.42	-24.0%	5.54
ATR	2.17	2.12	-0.06	-2.7%	0.00
Volume	140,112	96,205	-43,907	-31.3%	262,753

Daily Pivots for day following 09-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.23	104.71	102.27
R3	103.90	103.38	101.91
R2	102.57	102.57	101.78
R1	102.05	102.05	101.66	102.31
PP	101.24	101.24	101.24	101.37
S1	100.72	100.72	101.42	100.98
S2	99.91	99.91	101.30
S3	98.58	99.39	101.17
S4	97.25	98.06	100.81

Weekly Pivots for week ending 03-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.97	113.11	102.22
R3	110.43	107.57	100.69
R2	104.89	104.89	100.19
R1	102.03	102.03	99.68	100.69
PP	99.35	99.35	99.35	98.68
S1	96.49	96.49	98.66	95.15
S2	93.81	93.81	98.15
S3	88.27	90.95	97.65
S4	82.73	85.41	96.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	101.75	97.45	4.30	4.2%	1.83	1.8%	95%	True	False	91,959
10	102.21	96.67	5.54	5.5%	1.98	2.0%	88%	False	False	69,571
20	103.84	96.67	7.17	7.1%	2.20	2.2%	68%	False	False	58,902
40	104.32	93.40	10.92	10.8%	2.20	2.2%	75%	False	False	44,504
60	104.32	93.40	10.92	10.8%	2.26	2.2%	75%	False	False	41,121
80	104.32	85.00	19.32	19.0%	2.33	2.3%	86%	False	False	38,392
100	104.32	76.65	27.67	27.3%	2.47	2.4%	90%	False	False	34,984

Crabel Price Patterns
NR	True
NR4	False
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	0.59
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	107.40
2.618	105.23
1.618	103.90
1.000	103.08
0.618	102.57
HIGH	101.75
0.618	101.24
0.500	101.09
0.382	100.93
LOW	100.42
0.618	99.60
1.000	99.09
1.618	98.27
2.618	96.94
4.250	94.77

Fisher Pivots for day following 09-Feb-2012
Pivot	1 day	3 day
R1	101.39	100.94
PP	101.24	100.33
S1	101.09	99.73

Download as Excel Spreadsheet

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

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