NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 109.36 107.86 -1.50 -1.4% 108.42
High 109.37 108.80 -0.57 -0.5% 109.04
Low 107.00 107.43 0.43 0.4% 106.00
Close 107.40 108.47 1.07 1.0% 108.87
Range 2.37 1.37 -1.00 -42.2% 3.04
ATR 1.87 1.83 -0.03 -1.8% 0.00
Volume 20,462 18,254 -2,208 -10.8% 125,392
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.34 111.78 109.22
R3 110.97 110.41 108.85
R2 109.60 109.60 108.72
R1 109.04 109.04 108.60 109.32
PP 108.23 108.23 108.23 108.38
S1 107.67 107.67 108.34 107.95
S2 106.86 106.86 108.22
S3 105.49 106.30 108.09
S4 104.12 104.93 107.72
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 117.09 116.02 110.54
R3 114.05 112.98 109.71
R2 111.01 111.01 109.43
R1 109.94 109.94 109.15 110.48
PP 107.97 107.97 107.97 108.24
S1 106.90 106.90 108.59 107.44
S2 104.93 104.93 108.31
S3 101.89 103.86 108.03
S4 98.85 100.82 107.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.69 106.00 3.69 3.4% 1.78 1.6% 67% False False 21,603
10 109.69 106.00 3.69 3.4% 1.60 1.5% 67% False False 23,445
20 111.38 106.00 5.38 5.0% 1.90 1.7% 46% False False 20,631
40 111.38 97.37 14.01 12.9% 1.67 1.5% 79% False False 16,649
60 111.38 97.37 14.01 12.9% 1.58 1.5% 79% False False 13,193
80 111.38 93.40 17.98 16.6% 1.59 1.5% 84% False False 10,903
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.62
2.618 112.39
1.618 111.02
1.000 110.17
0.618 109.65
HIGH 108.80
0.618 108.28
0.500 108.12
0.382 107.95
LOW 107.43
0.618 106.58
1.000 106.06
1.618 105.21
2.618 103.84
4.250 101.61
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 108.35 108.43
PP 108.23 108.39
S1 108.12 108.35

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

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