NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	103.18	104.00	0.82	0.8%	99.87
High	103.92	104.31	0.39	0.4%	103.08
Low	103.18	104.00	0.82	0.8%	99.77
Close	103.40	104.06	0.66	0.6%	101.83
Range	0.74	0.31	-0.43	-58.1%	3.31
ATR	1.32	1.29	-0.03	-2.2%	0.00
Volume	4,387	7,256	2,869	65.4%	41,577

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	105.05	104.87	104.23
R3	104.74	104.56	104.15
R2	104.43	104.43	104.12
R1	104.25	104.25	104.09	104.34
PP	104.12	104.12	104.12	104.17
S1	103.94	103.94	104.03	104.03
S2	103.81	103.81	104.00
S3	103.50	103.63	103.97
S4	103.19	103.32	103.89

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	111.49	109.97	103.65
R3	108.18	106.66	102.74
R2	104.87	104.87	102.44
R1	103.35	103.35	102.13	104.11
PP	101.56	101.56	101.56	101.94
S1	100.04	100.04	101.53	100.80
S2	98.25	98.25	101.22
S3	94.94	96.73	100.92
S4	91.63	93.42	100.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	104.31	101.60	2.71	2.6%	0.69	0.7%	91%	True	False	6,400
10	104.31	97.89	6.42	6.2%	0.88	0.8%	96%	True	False	7,126
20	104.31	97.89	6.42	6.2%	0.90	0.9%	96%	True	False	5,625

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	105.63
2.618	105.12
1.618	104.81
1.000	104.62
0.618	104.50
HIGH	104.31
0.618	104.19
0.500	104.16
0.382	104.12
LOW	104.00
0.618	103.81
1.000	103.69
1.618	103.50
2.618	103.19
4.250	102.68

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	104.16	103.81
PP	104.12	103.57
S1	104.09	103.32

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