NYMEX Light Sweet Crude Oil Future August 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 105.49 104.08 -1.41 -1.3% 103.89
High 105.66 104.42 -1.24 -1.2% 105.40
Low 103.50 102.96 -0.54 -0.5% 102.29
Close 103.98 103.53 -0.45 -0.4% 104.20
Range 2.16 1.46 -0.70 -32.4% 3.11
ATR 1.98 1.95 -0.04 -1.9% 0.00
Volume 36,187 30,710 -5,477 -15.1% 138,900
Daily Pivots for day following 19-Apr-2012
Classic Woodie Camarilla DeMark
R4 108.02 107.23 104.33
R3 106.56 105.77 103.93
R2 105.10 105.10 103.80
R1 104.31 104.31 103.66 103.98
PP 103.64 103.64 103.64 103.47
S1 102.85 102.85 103.40 102.52
S2 102.18 102.18 103.26
S3 100.72 101.39 103.13
S4 99.26 99.93 102.73
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.29 111.86 105.91
R3 110.18 108.75 105.06
R2 107.07 107.07 104.77
R1 105.64 105.64 104.49 106.36
PP 103.96 103.96 103.96 104.32
S1 102.53 102.53 103.91 103.25
S2 100.85 100.85 103.63
S3 97.74 99.42 103.34
S4 94.63 96.31 102.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.17 102.96 3.21 3.1% 1.70 1.6% 18% False True 33,261
10 106.17 102.29 3.88 3.7% 1.79 1.7% 32% False False 29,273
20 109.08 102.29 6.79 6.6% 1.98 1.9% 18% False False 22,485
40 111.38 102.29 9.09 8.8% 1.94 1.9% 14% False False 21,558
60 111.38 97.37 14.01 13.5% 1.77 1.7% 44% False False 18,594
80 111.38 97.37 14.01 13.5% 1.68 1.6% 44% False False 15,516
100 111.38 93.40 17.98 17.4% 1.67 1.6% 56% False False 13,220
Crabel Price Patterns
NR True
NR4 True
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 0.35
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.63
2.618 108.24
1.618 106.78
1.000 105.88
0.618 105.32
HIGH 104.42
0.618 103.86
0.500 103.69
0.382 103.52
LOW 102.96
0.618 102.06
1.000 101.50
1.618 100.60
2.618 99.14
4.250 96.76
Fisher Pivots for day following 19-Apr-2012
Pivot 1 day 3 day
R1 103.69 104.57
PP 103.64 104.22
S1 103.58 103.88

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

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