NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 108.50 108.69 0.19 0.2% 108.30
High 109.17 109.00 -0.17 -0.2% 109.78
Low 107.70 107.44 -0.26 -0.2% 106.31
Close 108.78 107.58 -1.20 -1.1% 109.17
Range 1.47 1.56 0.09 6.1% 3.47
ATR 1.77 1.75 -0.01 -0.8% 0.00
Volume 16,284 26,626 10,342 63.5% 94,531
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 112.69 111.69 108.44
R3 111.13 110.13 108.01
R2 109.57 109.57 107.87
R1 108.57 108.57 107.72 108.29
PP 108.01 108.01 108.01 107.87
S1 107.01 107.01 107.44 106.73
S2 106.45 106.45 107.29
S3 104.89 105.45 107.15
S4 103.33 103.89 106.72
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.83 117.47 111.08
R3 115.36 114.00 110.12
R2 111.89 111.89 109.81
R1 110.53 110.53 109.49 111.21
PP 108.42 108.42 108.42 108.76
S1 107.06 107.06 108.85 107.74
S2 104.95 104.95 108.53
S3 101.48 103.59 108.22
S4 98.01 100.12 107.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.78 107.39 2.39 2.2% 1.48 1.4% 8% False False 21,660
10 110.87 106.31 4.56 4.2% 1.86 1.7% 28% False False 18,569
20 110.87 103.62 7.25 6.7% 1.66 1.5% 55% False False 20,147
40 110.87 97.59 13.28 12.3% 1.53 1.4% 75% False False 15,936
60 110.87 93.44 17.43 16.2% 1.48 1.4% 81% False False 12,591
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 115.63
2.618 113.08
1.618 111.52
1.000 110.56
0.618 109.96
HIGH 109.00
0.618 108.40
0.500 108.22
0.382 108.04
LOW 107.44
0.618 106.48
1.000 105.88
1.618 104.92
2.618 103.36
4.250 100.81
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 108.22 108.28
PP 108.01 108.05
S1 107.79 107.81

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

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