NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 26-Mar-2012
Day Change Summary
Previous Current
23-Mar-2012 26-Mar-2012 Change Change % Previous Week
Open 107.25 108.04 0.79 0.7% 109.32
High 109.41 108.67 -0.74 -0.7% 109.84
Low 106.74 107.70 0.96 0.9% 106.12
Close 108.26 108.55 0.29 0.3% 108.26
Range 2.67 0.97 -1.70 -63.7% 3.72
ATR 1.87 1.81 -0.06 -3.4% 0.00
Volume 16,699 17,747 1,048 6.3% 87,919
Daily Pivots for day following 26-Mar-2012
Classic Woodie Camarilla DeMark
R4 111.22 110.85 109.08
R3 110.25 109.88 108.82
R2 109.28 109.28 108.73
R1 108.91 108.91 108.64 109.10
PP 108.31 108.31 108.31 108.40
S1 107.94 107.94 108.46 108.13
S2 107.34 107.34 108.37
S3 106.37 106.97 108.28
S4 105.40 106.00 108.02
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 119.23 117.47 110.31
R3 115.51 113.75 109.28
R2 111.79 111.79 108.94
R1 110.03 110.03 108.60 109.05
PP 108.07 108.07 108.07 107.59
S1 106.31 106.31 107.92 105.33
S2 104.35 104.35 107.58
S3 100.63 102.59 107.24
S4 96.91 98.87 106.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.43 106.12 3.31 3.0% 1.78 1.6% 73% False False 17,805
10 109.84 106.04 3.80 3.5% 1.72 1.6% 66% False False 19,513
20 110.87 106.04 4.83 4.4% 1.86 1.7% 52% False False 18,765
40 110.87 97.59 13.28 12.2% 1.62 1.5% 83% False False 17,814
60 110.87 97.59 13.28 12.2% 1.60 1.5% 83% False False 14,579
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 112.79
2.618 111.21
1.618 110.24
1.000 109.64
0.618 109.27
HIGH 108.67
0.618 108.30
0.500 108.19
0.382 108.07
LOW 107.70
0.618 107.10
1.000 106.73
1.618 106.13
2.618 105.16
4.250 103.58
Fisher Pivots for day following 26-Mar-2012
Pivot 1 day 3 day
R1 108.43 108.29
PP 108.31 108.03
S1 108.19 107.77

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

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