NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 108.56 109.64 1.08 1.0% 110.50
High 111.38 109.66 -1.72 -1.5% 111.38
Low 107.96 107.27 -0.69 -0.6% 106.17
Close 109.94 108.06 -1.88 -1.7% 108.06
Range 3.42 2.39 -1.03 -30.1% 5.21
ATR 1.89 1.95 0.06 2.9% 0.00
Volume 9,218 23,009 13,791 149.6% 101,449
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 115.50 114.17 109.37
R3 113.11 111.78 108.72
R2 110.72 110.72 108.50
R1 109.39 109.39 108.28 108.86
PP 108.33 108.33 108.33 108.07
S1 107.00 107.00 107.84 106.47
S2 105.94 105.94 107.62
S3 103.55 104.61 107.40
S4 101.16 102.22 106.75
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 124.17 121.32 110.93
R3 118.96 116.11 109.49
R2 113.75 113.75 109.02
R1 110.90 110.90 108.54 109.72
PP 108.54 108.54 108.54 107.95
S1 105.69 105.69 107.58 104.51
S2 103.33 103.33 107.10
S3 98.12 100.48 106.63
S4 92.91 95.27 105.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 111.38 106.17 5.21 4.8% 2.32 2.1% 36% False False 20,289
10 111.38 104.56 6.82 6.3% 1.95 1.8% 51% False False 18,689
20 111.38 98.73 12.65 11.7% 1.68 1.6% 74% False False 16,584
40 111.38 97.37 14.01 13.0% 1.61 1.5% 76% False False 12,094
60 111.38 93.40 17.98 16.6% 1.60 1.5% 82% False False 9,362
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 119.82
2.618 115.92
1.618 113.53
1.000 112.05
0.618 111.14
HIGH 109.66
0.618 108.75
0.500 108.47
0.382 108.18
LOW 107.27
0.618 105.79
1.000 104.88
1.618 103.40
2.618 101.01
4.250 97.11
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 108.47 108.78
PP 108.33 108.54
S1 108.20 108.30

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

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