NYMEX Light Sweet Crude Oil Future August 2012

Trading Metrics calculated at close of trading on 19-Jan-2012

Day Change Summary
	Previous	Current
	18-Jan-2012	19-Jan-2012	Change	Change %	Previous Week
Open	103.00	102.32	-0.68	-0.7%	102.75
High	103.00	102.84	-0.16	-0.2%	103.95
Low	101.01	101.35	0.34	0.3%	99.37
Close	101.45	101.52	0.07	0.1%	99.82
Range	1.99	1.49	-0.50	-25.1%	4.58
ATR	1.79	1.76	-0.02	-1.2%	0.00
Volume	6,533	6,203	-330	-5.1%	34,700

Daily Pivots for day following 19-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	106.37	105.44	102.34
R3	104.88	103.95	101.93
R2	103.39	103.39	101.79
R1	102.46	102.46	101.66	102.18
PP	101.90	101.90	101.90	101.77
S1	100.97	100.97	101.38	100.69
S2	100.41	100.41	101.25
S3	98.92	99.48	101.11
S4	97.43	97.99	100.70

Weekly Pivots for week ending 13-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	114.79	111.88	102.34
R3	110.21	107.30	101.08
R2	105.63	105.63	100.66
R1	102.72	102.72	100.24	101.89
PP	101.05	101.05	101.05	100.63
S1	98.14	98.14	99.40	97.31
S2	96.47	96.47	98.98
S3	91.89	93.56	98.56
S4	87.31	88.98	97.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	103.53	99.37	4.16	4.1%	1.74	1.7%	52%	False	False	7,189
10	103.95	99.37	4.58	4.5%	1.58	1.6%	47%	False	False	7,521
20	103.95	95.15	8.80	8.7%	1.43	1.4%	72%	False	False	5,624
40	103.95	93.40	10.55	10.4%	1.48	1.5%	77%	False	False	4,977

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	109.17
2.618	106.74
1.618	105.25
1.000	104.33
0.618	103.76
HIGH	102.84
0.618	102.27
0.500	102.10
0.382	101.92
LOW	101.35
0.618	100.43
1.000	99.86
1.618	98.94
2.618	97.45
4.250	95.02

Fisher Pivots for day following 19-Jan-2012
Pivot	1 day	3 day
R1	102.10	102.01
PP	101.90	101.84
S1	101.71	101.68

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