NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 06-Jan-2012
Day Change Summary
Previous Current
05-Jan-2012 06-Jan-2012 Change Change % Previous Week
Open 102.94 102.23 -0.71 -0.7% 100.53
High 103.16 102.73 -0.43 -0.4% 103.16
Low 101.84 101.36 -0.48 -0.5% 100.53
Close 102.00 102.13 0.13 0.1% 102.13
Range 1.32 1.37 0.05 3.8% 2.63
ATR 1.83 1.80 -0.03 -1.8% 0.00
Volume 7,142 6,832 -310 -4.3% 30,807
Daily Pivots for day following 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 106.18 105.53 102.88
R3 104.81 104.16 102.51
R2 103.44 103.44 102.38
R1 102.79 102.79 102.26 102.43
PP 102.07 102.07 102.07 101.90
S1 101.42 101.42 102.00 101.06
S2 100.70 100.70 101.88
S3 99.33 100.05 101.75
S4 97.96 98.68 101.38
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 109.83 108.61 103.58
R3 107.20 105.98 102.85
R2 104.57 104.57 102.61
R1 103.35 103.35 102.37 103.96
PP 101.94 101.94 101.94 102.25
S1 100.72 100.72 101.89 101.33
S2 99.31 99.31 101.65
S3 96.68 98.09 101.41
S4 94.05 95.46 100.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.16 98.37 4.79 4.7% 1.43 1.4% 78% False False 6,601
10 103.16 98.15 5.01 4.9% 1.06 1.0% 79% False False 4,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.17
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.55
2.618 106.32
1.618 104.95
1.000 104.10
0.618 103.58
HIGH 102.73
0.618 102.21
0.500 102.05
0.382 101.88
LOW 101.36
0.618 100.51
1.000 99.99
1.618 99.14
2.618 97.77
4.250 95.54
Fisher Pivots for day following 06-Jan-2012
Pivot 1 day 3 day
R1 102.10 102.26
PP 102.07 102.22
S1 102.05 102.17

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

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