NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 106.03 103.24 -2.79 -2.6% 105.55
High 106.03 103.33 -2.70 -2.5% 106.99
Low 103.08 98.21 -4.87 -4.7% 98.21
Close 103.20 99.16 -4.04 -3.9% 99.16
Range 2.95 5.12 2.17 73.6% 8.78
ATR 1.78 2.01 0.24 13.5% 0.00
Volume 45,329 50,358 5,029 11.1% 183,612
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 115.59 112.50 101.98
R3 110.47 107.38 100.57
R2 105.35 105.35 100.10
R1 102.26 102.26 99.63 101.25
PP 100.23 100.23 100.23 99.73
S1 97.14 97.14 98.69 96.13
S2 95.11 95.11 98.22
S3 89.99 92.02 97.75
S4 84.87 86.90 96.34
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 127.79 122.26 103.99
R3 119.01 113.48 101.57
R2 110.23 110.23 100.77
R1 104.70 104.70 99.96 103.08
PP 101.45 101.45 101.45 100.64
S1 95.92 95.92 98.36 94.30
S2 92.67 92.67 97.55
S3 83.89 87.14 96.75
S4 75.11 78.36 94.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.99 98.21 8.78 8.9% 2.45 2.5% 11% False True 36,722
10 106.99 98.21 8.78 8.9% 1.90 1.9% 11% False True 30,930
20 106.99 98.21 8.78 8.9% 1.83 1.8% 11% False True 29,605
40 109.69 98.21 11.48 11.6% 1.88 1.9% 8% False True 24,784
60 111.38 98.21 13.17 13.3% 1.83 1.8% 7% False True 22,141
80 111.38 97.37 14.01 14.1% 1.76 1.8% 13% False False 18,892
100 111.38 93.40 17.98 18.1% 1.72 1.7% 32% False False 16,097
120 111.38 93.40 17.98 18.1% 1.68 1.7% 32% False False 14,197
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 121 trading days
Fibonacci Retracements and Extensions
4.250 125.09
2.618 116.73
1.618 111.61
1.000 108.45
0.618 106.49
HIGH 103.33
0.618 101.37
0.500 100.77
0.382 100.17
LOW 98.21
0.618 95.05
1.000 93.09
1.618 89.93
2.618 84.81
4.250 76.45
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 100.77 102.40
PP 100.23 101.32
S1 99.70 100.24

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

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