NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 05-Mar-2012
Day Change Summary
Previous Current
02-Mar-2012 05-Mar-2012 Change Change % Previous Week
Open 109.92 107.98 -1.94 -1.8% 110.59
High 110.10 108.54 -1.56 -1.4% 111.49
Low 107.05 106.67 -0.38 -0.4% 106.01
Close 107.96 107.94 -0.02 0.0% 107.96
Range 3.05 1.87 -1.18 -38.7% 5.48
ATR 2.18 2.16 -0.02 -1.0% 0.00
Volume 30,315 23,439 -6,876 -22.7% 152,649
Daily Pivots for day following 05-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.33 112.50 108.97
R3 111.46 110.63 108.45
R2 109.59 109.59 108.28
R1 108.76 108.76 108.11 108.24
PP 107.72 107.72 107.72 107.46
S1 106.89 106.89 107.77 106.37
S2 105.85 105.85 107.60
S3 103.98 105.02 107.43
S4 102.11 103.15 106.91
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124.93 121.92 110.97
R3 119.45 116.44 109.47
R2 113.97 113.97 108.96
R1 110.96 110.96 108.46 109.73
PP 108.49 108.49 108.49 107.87
S1 105.48 105.48 107.46 104.25
S2 103.01 103.01 106.96
S3 97.53 100.00 106.45
S4 92.05 94.52 104.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.49 106.01 5.48 5.1% 2.73 2.5% 35% False False 23,933
10 111.49 105.99 5.50 5.1% 2.29 2.1% 35% False False 31,232
20 111.49 98.30 13.19 12.2% 1.89 1.8% 73% False False 29,642
40 111.49 97.05 14.44 13.4% 1.93 1.8% 75% False False 21,080
60 111.49 93.45 18.04 16.7% 1.93 1.8% 80% False False 16,008
80 111.49 93.45 18.04 16.7% 1.93 1.8% 80% False False 13,841
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.35
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 116.49
2.618 113.44
1.618 111.57
1.000 110.41
0.618 109.70
HIGH 108.54
0.618 107.83
0.500 107.61
0.382 107.38
LOW 106.67
0.618 105.51
1.000 104.80
1.618 103.64
2.618 101.77
4.250 98.72
Fisher Pivots for day following 05-Mar-2012
Pivot 1 day 3 day
R1 107.83 109.08
PP 107.72 108.70
S1 107.61 108.32

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

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