NYMEX Light Sweet Crude Oil Future September 2012

Trading Metrics calculated at close of trading on 23-Feb-2012

Day Change Summary
	Previous	Current
	22-Feb-2012	23-Feb-2012	Change	Change %	Previous Week
Open	107.15	107.09	-0.06	-0.1%	102.56
High	107.62	109.58	1.96	1.8%	105.29
Low	106.96	106.89	-0.07	-0.1%	102.32
Close	107.55	108.99	1.44	1.3%	105.04
Range	0.66	2.69	2.03	307.6%	2.97
ATR	1.53	1.62	0.08	5.4%	0.00
Volume	18,248	15,957	-2,291	-12.6%	73,414

Daily Pivots for day following 23-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	116.56	115.46	110.47
R3	113.87	112.77	109.73
R2	111.18	111.18	109.48
R1	110.08	110.08	109.24	110.63
PP	108.49	108.49	108.49	108.76
S1	107.39	107.39	108.74	107.94
S2	105.80	105.80	108.50
S3	103.11	104.70	108.25
S4	100.42	102.01	107.51

Weekly Pivots for week ending 17-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	113.13	112.05	106.67
R3	110.16	109.08	105.86
R2	107.19	107.19	105.58
R1	106.11	106.11	105.31	106.65
PP	104.22	104.22	104.22	104.49
S1	103.14	103.14	104.77	103.68
S2	101.25	101.25	104.50
S3	98.28	100.17	104.22
S4	95.31	97.20	103.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	109.58	103.62	5.96	5.5%	1.28	1.2%	90%	True	False	18,462
10	109.58	100.70	8.88	8.1%	1.20	1.1%	93%	True	False	16,058
20	109.58	97.59	11.99	11.0%	1.37	1.3%	95%	True	False	14,141
40	109.58	97.59	11.99	11.0%	1.41	1.3%	95%	True	False	10,776

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.13
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	121.01
2.618	116.62
1.618	113.93
1.000	112.27
0.618	111.24
HIGH	109.58
0.618	108.55
0.500	108.24
0.382	107.92
LOW	106.89
0.618	105.23
1.000	104.20
1.618	102.54
2.618	99.85
4.250	95.46

Fisher Pivots for day following 23-Feb-2012
Pivot	1 day	3 day
R1	108.74	108.62
PP	108.49	108.25
S1	108.24	107.89

Download as Excel Spreadsheet

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

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