NYMEX Light Sweet Crude Oil Future July 2012


Trading Metrics calculated at close of trading on 19-Apr-2012
Day Change Summary
Previous Current
18-Apr-2012 19-Apr-2012 Change Change % Previous Week
Open 105.13 103.65 -1.48 -1.4% 103.93
High 105.37 104.10 -1.27 -1.2% 105.13
Low 103.08 102.56 -0.52 -0.5% 101.77
Close 103.58 103.15 -0.43 -0.4% 103.80
Range 2.29 1.54 -0.75 -32.8% 3.36
ATR 2.08 2.05 -0.04 -1.9% 0.00
Volume 52,310 59,335 7,025 13.4% 253,801
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 107.89 107.06 104.00
R3 106.35 105.52 103.57
R2 104.81 104.81 103.43
R1 103.98 103.98 103.29 103.63
PP 103.27 103.27 103.27 103.09
S1 102.44 102.44 103.01 102.09
S2 101.73 101.73 102.87
S3 100.19 100.90 102.73
S4 98.65 99.36 102.30
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.65 112.08 105.65
R3 110.29 108.72 104.72
R2 106.93 106.93 104.42
R1 105.36 105.36 104.11 104.47
PP 103.57 103.57 103.57 103.12
S1 102.00 102.00 103.49 101.11
S2 100.21 100.21 103.18
S3 96.85 98.64 102.88
S4 93.49 95.28 101.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.91 102.56 3.35 3.2% 1.79 1.7% 18% False True 55,392
10 105.91 101.77 4.14 4.0% 1.91 1.8% 33% False False 51,502
20 109.21 101.77 7.44 7.2% 2.08 2.0% 19% False False 41,404
40 111.49 101.77 9.72 9.4% 2.10 2.0% 14% False False 36,616
60 111.49 97.05 14.44 14.0% 1.96 1.9% 42% False False 32,352
80 111.49 97.05 14.44 14.0% 1.93 1.9% 42% False False 26,603
100 111.49 93.45 18.04 17.5% 1.92 1.9% 54% False False 22,490
120 111.49 89.40 22.09 21.4% 1.91 1.9% 62% False False 19,852
Crabel Price Patterns
NR True
NR4 False
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 110.65
2.618 108.13
1.618 106.59
1.000 105.64
0.618 105.05
HIGH 104.10
0.618 103.51
0.500 103.33
0.382 103.15
LOW 102.56
0.618 101.61
1.000 101.02
1.618 100.07
2.618 98.53
4.250 96.02
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 103.33 104.24
PP 103.27 103.87
S1 103.21 103.51

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

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