NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 109.82 109.36 -0.46 -0.4% 106.37
High 109.82 109.46 -0.36 -0.3% 110.08
Low 108.61 107.60 -1.01 -0.9% 106.37
Close 109.31 107.60 -1.71 -1.6% 110.08
Range 1.21 1.86 0.65 53.7% 3.71
ATR
Volume 16,979 9,442 -7,537 -44.4% 32,050
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 113.80 112.56 108.62
R3 111.94 110.70 108.11
R2 110.08 110.08 107.94
R1 108.84 108.84 107.77 108.53
PP 108.22 108.22 108.22 108.07
S1 106.98 106.98 107.43 106.67
S2 106.36 106.36 107.26
S3 104.50 105.12 107.09
S4 102.64 103.26 106.58
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 119.97 118.74 112.12
R3 116.26 115.03 111.10
R2 112.55 112.55 110.76
R1 111.32 111.32 110.42 111.94
PP 108.84 108.84 108.84 109.15
S1 107.61 107.61 109.74 108.23
S2 105.13 105.13 109.40
S3 101.42 103.90 109.06
S4 97.71 100.19 108.04
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 110.08 107.09 2.99 2.8% 1.26 1.2% 17% False False 10,282
10 110.08 103.50 6.58 6.1% 0.93 0.9% 62% False False 8,494
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 117.37
2.618 114.33
1.618 112.47
1.000 111.32
0.618 110.61
HIGH 109.46
0.618 108.75
0.500 108.53
0.382 108.31
LOW 107.60
0.618 106.45
1.000 105.74
1.618 104.59
2.618 102.73
4.250 99.70
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 108.53 108.84
PP 108.22 108.43
S1 107.91 108.01

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

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