NYMEX Light Sweet Crude Oil Future June 2012


Trading Metrics calculated at close of trading on 16-Apr-2012
Day Change Summary
Previous Current
13-Apr-2012 16-Apr-2012 Change Change % Previous Week
Open 104.15 103.23 -0.92 -0.9% 102.99
High 104.34 103.84 -0.50 -0.5% 104.69
Low 103.07 102.28 -0.79 -0.8% 101.22
Close 103.32 103.37 0.05 0.0% 103.32
Range 1.27 1.56 0.29 22.8% 3.47
ATR 2.15 2.11 -0.04 -2.0% 0.00
Volume 145,281 129,611 -15,670 -10.8% 547,264
Daily Pivots for day following 16-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.84 107.17 104.23
R3 106.28 105.61 103.80
R2 104.72 104.72 103.66
R1 104.05 104.05 103.51 104.39
PP 103.16 103.16 103.16 103.33
S1 102.49 102.49 103.23 102.83
S2 101.60 101.60 103.08
S3 100.04 100.93 102.94
S4 98.48 99.37 102.51
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.49 111.87 105.23
R3 110.02 108.40 104.27
R2 106.55 106.55 103.96
R1 104.93 104.93 103.64 105.74
PP 103.08 103.08 103.08 103.48
S1 101.46 101.46 103.00 102.27
S2 99.61 99.61 102.68
S3 96.14 97.99 102.37
S4 92.67 94.52 101.41
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.69 101.22 3.47 3.4% 1.83 1.8% 62% False False 118,758
10 105.99 101.22 4.77 4.6% 2.09 2.0% 45% False False 99,356
20 109.13 101.22 7.91 7.7% 2.08 2.0% 27% False False 84,643
40 111.30 101.22 10.08 9.8% 2.14 2.1% 21% False False 83,264
60 111.30 96.67 14.63 14.2% 2.09 2.0% 46% False False 76,885
80 111.30 94.81 16.49 16.0% 2.09 2.0% 52% False False 66,252
100 111.30 93.40 17.90 17.3% 2.14 2.1% 56% False False 59,384
120 111.30 87.62 23.68 22.9% 2.22 2.2% 67% False False 55,272
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 True
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 110.47
2.618 107.92
1.618 106.36
1.000 105.40
0.618 104.80
HIGH 103.84
0.618 103.24
0.500 103.06
0.382 102.88
LOW 102.28
0.618 101.32
1.000 100.72
1.618 99.76
2.618 98.20
4.250 95.65
Fisher Pivots for day following 16-Apr-2012
Pivot 1 day 3 day
R1 103.27 103.49
PP 103.16 103.45
S1 103.06 103.41

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

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