NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 22-Feb-2012
Day Change Summary
Previous Current
21-Feb-2012 22-Feb-2012 Change Change % Previous Week
Open 106.15 107.16 1.01 1.0% 101.64
High 107.70 107.93 0.23 0.2% 105.29
Low 105.99 106.95 0.96 0.9% 101.58
Close 107.53 107.58 0.05 0.0% 104.88
Range 1.71 0.98 -0.73 -42.7% 3.71
ATR 1.89 1.82 -0.06 -3.4% 0.00
Volume 53,285 28,032 -25,253 -47.4% 126,985
Daily Pivots for day following 22-Feb-2012
Classic Woodie Camarilla DeMark
R4 110.43 109.98 108.12
R3 109.45 109.00 107.85
R2 108.47 108.47 107.76
R1 108.02 108.02 107.67 108.25
PP 107.49 107.49 107.49 107.60
S1 107.04 107.04 107.49 107.27
S2 106.51 106.51 107.40
S3 105.53 106.06 107.31
S4 104.55 105.08 107.04
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 115.05 113.67 106.92
R3 111.34 109.96 105.90
R2 107.63 107.63 105.56
R1 106.25 106.25 105.22 106.94
PP 103.92 103.92 103.92 104.26
S1 102.54 102.54 104.54 103.23
S2 100.21 100.21 104.20
S3 96.50 98.83 103.86
S4 92.79 95.12 102.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.93 102.88 5.05 4.7% 1.28 1.2% 93% True False 32,909
10 107.93 99.70 8.23 7.7% 1.38 1.3% 96% True False 31,142
20 107.93 97.05 10.88 10.1% 1.67 1.6% 97% True False 23,825
40 107.93 97.05 10.88 10.1% 1.76 1.6% 97% True False 16,590
60 107.93 93.45 14.48 13.5% 1.80 1.7% 98% True False 13,073
80 107.93 89.40 18.53 17.2% 1.81 1.7% 98% True False 11,470
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.19
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 112.10
2.618 110.50
1.618 109.52
1.000 108.91
0.618 108.54
HIGH 107.93
0.618 107.56
0.500 107.44
0.382 107.32
LOW 106.95
0.618 106.34
1.000 105.97
1.618 105.36
2.618 104.38
4.250 102.79
Fisher Pivots for day following 22-Feb-2012
Pivot 1 day 3 day
R1 107.53 107.06
PP 107.49 106.55
S1 107.44 106.03

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

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