NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 18-Jan-2012

Day Change Summary
	Previous	Current
	17-Jan-2012	18-Jan-2012	Change	Change %	Previous Week
Open	100.56	102.24	1.68	1.7%	102.10
High	102.10	103.00	0.90	0.9%	104.07
Low	100.42	101.03	0.61	0.6%	99.07
Close	101.77	101.52	-0.25	-0.2%	99.81
Range	1.68	1.97	0.29	17.3%	5.00
ATR	2.03	2.03	0.00	-0.2%	0.00
Volume	13,422	10,327	-3,095	-23.1%	54,714

Daily Pivots for day following 18-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.76	106.61	102.60
R3	105.79	104.64	102.06
R2	103.82	103.82	101.88
R1	102.67	102.67	101.70	102.26
PP	101.85	101.85	101.85	101.65
S1	100.70	100.70	101.34	100.29
S2	99.88	99.88	101.16
S3	97.91	98.73	100.98
S4	95.94	96.76	100.44

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	115.98	112.90	102.56
R3	110.98	107.90	101.19
R2	105.98	105.98	100.73
R1	102.90	102.90	100.27	101.94
PP	100.98	100.98	100.98	100.51
S1	97.90	97.90	99.35	96.94
S2	95.98	95.98	98.89
S3	90.98	92.90	98.44
S4	85.98	87.90	97.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.86	99.07	4.79	4.7%	2.16	2.1%	51%	False	False	11,017
10	104.07	99.07	5.00	4.9%	1.91	1.9%	49%	False	False	11,787
20	104.07	93.50	10.57	10.4%	1.79	1.8%	76%	False	False	8,037
40	104.07	93.45	10.62	10.5%	1.84	1.8%	76%	False	False	7,465
60	104.07	86.96	17.11	16.9%	1.89	1.9%	85%	False	False	7,101

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	0.49
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	111.37
2.618	108.16
1.618	106.19
1.000	104.97
0.618	104.22
HIGH	103.00
0.618	102.25
0.500	102.02
0.382	101.78
LOW	101.03
0.618	99.81
1.000	99.06
1.618	97.84
2.618	95.87
4.250	92.66

Fisher Pivots for day following 18-Jan-2012
Pivot	1 day	3 day
R1	102.02	101.36
PP	101.85	101.20
S1	101.69	101.04

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