NYMEX Light Sweet Crude Oil Future July 2012

Trading Metrics calculated at close of trading on 12-Mar-2012

Day Change Summary
	Previous	Current
	09-Mar-2012	12-Mar-2012	Change	Change %	Previous Week
Open	107.90	108.79	0.89	0.8%	107.98
High	109.46	108.79	-0.67	-0.6%	109.46
Low	107.57	106.81	-0.76	-0.7%	105.88
Close	108.73	107.77	-0.96	-0.9%	108.73
Range	1.89	1.98	0.09	4.8%	3.58
ATR	2.08	2.07	-0.01	-0.3%	0.00
Volume	39,400	34,006	-5,394	-13.7%	154,921

Daily Pivots for day following 12-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.73	112.73	108.86
R3	111.75	110.75	108.31
R2	109.77	109.77	108.13
R1	108.77	108.77	107.95	108.28
PP	107.79	107.79	107.79	107.55
S1	106.79	106.79	107.59	106.30
S2	105.81	105.81	107.41
S3	103.83	104.81	107.23
S4	101.85	102.83	106.68

Weekly Pivots for week ending 09-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	118.76	117.33	110.70
R3	115.18	113.75	109.71
R2	111.60	111.60	109.39
R1	110.17	110.17	109.06	110.89
PP	108.02	108.02	108.02	108.38
S1	106.59	106.59	108.40	107.31
S2	104.44	104.44	108.07
S3	100.86	103.01	107.75
S4	97.28	99.43	106.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.46	105.88	3.58	3.3%	1.89	1.8%	53%	False	False	33,097
10	111.49	105.88	5.61	5.2%	2.31	2.1%	34%	False	False	28,515
20	111.49	101.58	9.91	9.2%	1.93	1.8%	62%	False	False	30,240
40	111.49	97.05	14.44	13.4%	1.92	1.8%	74%	False	False	23,889
60	111.49	93.45	18.04	16.7%	1.94	1.8%	79%	False	False	18,327
80	111.49	93.45	18.04	16.7%	1.93	1.8%	79%	False	False	15,543
100	111.49	85.15	26.34	24.4%	1.93	1.8%	86%	False	False	13,537

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	117.21
2.618	113.97
1.618	111.99
1.000	110.77
0.618	110.01
HIGH	108.79
0.618	108.03
0.500	107.80
0.382	107.57
LOW	106.81
0.618	105.59
1.000	104.83
1.618	103.61
2.618	101.63
4.250	98.40

Fisher Pivots for day following 12-Mar-2012
Pivot	1 day	3 day
R1	107.80	108.14
PP	107.79	108.01
S1	107.78	107.89

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