NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 107.16 107.15 -0.01 0.0% 101.64
High 107.93 109.66 1.73 1.6% 105.29
Low 106.95 106.94 -0.01 0.0% 101.58
Close 107.58 108.97 1.39 1.3% 104.88
Range 0.98 2.72 1.74 177.6% 3.71
ATR 1.82 1.89 0.06 3.5% 0.00
Volume 28,032 19,960 -8,072 -28.8% 126,985
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 116.68 115.55 110.47
R3 113.96 112.83 109.72
R2 111.24 111.24 109.47
R1 110.11 110.11 109.22 110.68
PP 108.52 108.52 108.52 108.81
S1 107.39 107.39 108.72 107.96
S2 105.80 105.80 108.47
S3 103.08 104.67 108.22
S4 100.36 101.95 107.47
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
5 109.66 102.88 6.78 6.2% 1.63 1.5% 90% True False 30,079
10 109.66 99.70 9.96 9.1% 1.48 1.4% 93% True False 28,495
20 109.66 97.05 12.61 11.6% 1.68 1.5% 95% True False 24,290
40 109.66 97.05 12.61 11.6% 1.81 1.7% 95% True False 17,016
60 109.66 93.45 16.21 14.9% 1.82 1.7% 96% True False 13,293
80 109.66 89.40 20.26 18.6% 1.81 1.7% 97% True False 11,643
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 121.22
2.618 116.78
1.618 114.06
1.000 112.38
0.618 111.34
HIGH 109.66
0.618 108.62
0.500 108.30
0.382 107.98
LOW 106.94
0.618 105.26
1.000 104.22
1.618 102.54
2.618 99.82
4.250 95.38
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 108.75 108.59
PP 108.52 108.21
S1 108.30 107.83

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

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