NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 29-Mar-2012
Day Change Summary
Previous Current
28-Mar-2012 29-Mar-2012 Change Change % Previous Week
Open 107.36 106.12 -1.24 -1.2% 108.37
High 107.45 106.21 -1.24 -1.2% 109.13
Low 105.21 102.65 -2.56 -2.4% 105.01
Close 105.96 103.31 -2.65 -2.5% 107.35
Range 2.24 3.56 1.32 58.9% 4.12
ATR 2.12 2.22 0.10 4.9% 0.00
Volume 53,510 93,491 39,981 74.7% 370,254
Daily Pivots for day following 29-Mar-2012
Classic Woodie Camarilla DeMark
R4 114.74 112.58 105.27
R3 111.18 109.02 104.29
R2 107.62 107.62 103.96
R1 105.46 105.46 103.64 104.76
PP 104.06 104.06 104.06 103.71
S1 101.90 101.90 102.98 101.20
S2 100.50 100.50 102.66
S3 96.94 98.34 102.33
S4 93.38 94.78 101.35
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 119.52 117.56 109.62
R3 115.40 113.44 108.48
R2 111.28 111.28 108.11
R1 109.32 109.32 107.73 108.24
PP 107.16 107.16 107.16 106.63
S1 105.20 105.20 106.97 104.12
S2 103.04 103.04 106.59
S3 98.92 101.08 106.22
S4 94.80 96.96 105.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.75 102.65 6.10 5.9% 2.23 2.2% 11% False True 64,879
10 109.13 102.65 6.48 6.3% 2.15 2.1% 10% False True 70,431
20 109.80 102.65 7.15 6.9% 2.11 2.0% 9% False True 73,607
40 111.30 96.67 14.63 14.2% 2.09 2.0% 45% False False 77,830
60 111.30 96.67 14.63 14.2% 2.12 2.1% 45% False False 67,688
80 111.30 93.40 17.90 17.3% 2.16 2.1% 55% False False 56,983
100 111.30 92.49 18.81 18.2% 2.20 2.1% 58% False False 52,347
120 111.30 82.26 29.04 28.1% 2.27 2.2% 72% False False 48,528
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 121.34
2.618 115.53
1.618 111.97
1.000 109.77
0.618 108.41
HIGH 106.21
0.618 104.85
0.500 104.43
0.382 104.01
LOW 102.65
0.618 100.45
1.000 99.09
1.618 96.89
2.618 93.33
4.250 87.52
Fisher Pivots for day following 29-Mar-2012
Pivot 1 day 3 day
R1 104.43 105.44
PP 104.06 104.73
S1 103.68 104.02

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

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