NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 10-Feb-2012
Day Change Summary
Previous Current
09-Feb-2012 10-Feb-2012 Change Change % Previous Week
Open 100.61 101.09 0.48 0.5% 99.07
High 101.75 101.30 -0.45 -0.4% 101.75
Low 100.42 99.03 -1.39 -1.4% 97.70
Close 101.54 100.28 -1.26 -1.2% 100.28
Range 1.33 2.27 0.94 70.7% 4.05
ATR 2.12 2.14 0.03 1.3% 0.00
Volume 96,205 58,283 -37,922 -39.4% 443,978
Daily Pivots for day following 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 107.01 105.92 101.53
R3 104.74 103.65 100.90
R2 102.47 102.47 100.70
R1 101.38 101.38 100.49 100.79
PP 100.20 100.20 100.20 99.91
S1 99.11 99.11 100.07 98.52
S2 97.93 97.93 99.86
S3 95.66 96.84 99.66
S4 93.39 94.57 99.03
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 112.06 110.22 102.51
R3 108.01 106.17 101.39
R2 103.96 103.96 101.02
R1 102.12 102.12 100.65 103.04
PP 99.91 99.91 99.91 100.37
S1 98.07 98.07 99.91 98.99
S2 95.86 95.86 99.54
S3 91.81 94.02 99.17
S4 87.76 89.97 98.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.75 97.70 4.05 4.0% 1.91 1.9% 64% False False 88,795
10 102.21 96.67 5.54 5.5% 2.06 2.1% 65% False False 70,673
20 102.93 96.67 6.26 6.2% 2.10 2.1% 58% False False 59,976
40 104.32 93.40 10.92 10.9% 2.17 2.2% 63% False False 45,348
60 104.32 93.40 10.92 10.9% 2.27 2.3% 63% False False 41,605
80 104.32 85.00 19.32 19.3% 2.33 2.3% 79% False False 38,746
100 104.32 76.65 27.67 27.6% 2.46 2.5% 85% False False 35,386
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 0.55
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.95
2.618 107.24
1.618 104.97
1.000 103.57
0.618 102.70
HIGH 101.30
0.618 100.43
0.500 100.17
0.382 99.90
LOW 99.03
0.618 97.63
1.000 96.76
1.618 95.36
2.618 93.09
4.250 89.38
Fisher Pivots for day following 10-Feb-2012
Pivot 1 day 3 day
R1 100.24 100.39
PP 100.20 100.35
S1 100.17 100.32

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

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