NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 08-Mar-2012
Day Change Summary
Previous Current
07-Mar-2012 08-Mar-2012 Change Change % Previous Week
Open 106.96 108.75 1.79 1.7% 109.72
High 108.05 109.00 0.95 0.9% 110.65
Low 106.47 107.92 1.45 1.4% 106.26
Close 108.01 108.43 0.42 0.4% 107.95
Range 1.58 1.08 -0.50 -31.6% 4.39
ATR 1.64 1.60 -0.04 -2.4% 0.00
Volume 11,486 11,545 59 0.5% 58,702
Daily Pivots for day following 08-Mar-2012
Classic Woodie Camarilla DeMark
R4 111.69 111.14 109.02
R3 110.61 110.06 108.73
R2 109.53 109.53 108.63
R1 108.98 108.98 108.53 108.72
PP 108.45 108.45 108.45 108.32
S1 107.90 107.90 108.33 107.64
S2 107.37 107.37 108.23
S3 106.29 106.82 108.13
S4 105.21 105.74 107.84
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 121.46 119.09 110.36
R3 117.07 114.70 109.16
R2 112.68 112.68 108.75
R1 110.31 110.31 108.35 109.30
PP 108.29 108.29 108.29 107.78
S1 105.92 105.92 107.55 104.91
S2 103.90 103.90 107.15
S3 99.51 101.53 106.74
S4 95.12 97.14 105.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.20 106.28 2.92 2.7% 1.63 1.5% 74% False False 9,241
10 110.65 106.26 4.39 4.0% 1.73 1.6% 49% False False 10,749
20 110.65 101.60 9.05 8.3% 1.37 1.3% 75% False False 9,325
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 113.59
2.618 111.83
1.618 110.75
1.000 110.08
0.618 109.67
HIGH 109.00
0.618 108.59
0.500 108.46
0.382 108.33
LOW 107.92
0.618 107.25
1.000 106.84
1.618 106.17
2.618 105.09
4.250 103.33
Fisher Pivots for day following 08-Mar-2012
Pivot 1 day 3 day
R1 108.46 108.17
PP 108.45 107.90
S1 108.44 107.64

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

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