NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 102.05 102.31 0.26 0.3% 99.07
High 103.12 103.82 0.70 0.7% 101.75
Low 101.76 102.05 0.29 0.3% 97.70
Close 102.16 103.14 0.98 1.0% 100.28
Range 1.36 1.77 0.41 30.1% 4.05
ATR 2.09 2.07 -0.02 -1.1% 0.00
Volume 45,070 102,020 56,950 126.4% 443,978
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 108.31 107.50 104.11
R3 106.54 105.73 103.63
R2 104.77 104.77 103.46
R1 103.96 103.96 103.30 104.37
PP 103.00 103.00 103.00 103.21
S1 102.19 102.19 102.98 102.60
S2 101.23 101.23 102.82
S3 99.46 100.42 102.65
S4 97.69 98.65 102.17
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
5 103.82 99.03 4.79 4.6% 1.67 1.6% 86% True False 70,770
10 103.82 96.67 7.15 6.9% 1.86 1.8% 90% True False 76,987
20 103.82 96.67 7.15 6.9% 2.01 1.9% 90% True False 62,055
40 104.32 93.40 10.92 10.6% 2.04 2.0% 89% False False 47,790
60 104.32 93.40 10.92 10.6% 2.17 2.1% 89% False False 42,751
80 104.32 86.84 17.48 16.9% 2.28 2.2% 93% False False 40,444
100 104.32 76.65 27.67 26.8% 2.41 2.3% 96% False False 36,893
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 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 111.34
2.618 108.45
1.618 106.68
1.000 105.59
0.618 104.91
HIGH 103.82
0.618 103.14
0.500 102.94
0.382 102.73
LOW 102.05
0.618 100.96
1.000 100.28
1.618 99.19
2.618 97.42
4.250 94.53
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 103.07 102.87
PP 103.00 102.59
S1 102.94 102.32

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

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