NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 01-Mar-2012
Day Change Summary
Previous Current
29-Feb-2012 01-Mar-2012 Change Change % Previous Week
Open 108.19 107.81 -0.38 -0.4% 106.37
High 108.19 109.42 1.23 1.1% 110.08
Low 106.30 107.81 1.51 1.4% 106.37
Close 107.97 109.39 1.42 1.3% 110.08
Range 1.89 1.61 -0.28 -14.8% 3.71
ATR
Volume 6,218 5,800 -418 -6.7% 32,050
Daily Pivots for day following 01-Mar-2012
Classic Woodie Camarilla DeMark
R4 113.70 113.16 110.28
R3 112.09 111.55 109.83
R2 110.48 110.48 109.69
R1 109.94 109.94 109.54 110.21
PP 108.87 108.87 108.87 109.01
S1 108.33 108.33 109.24 108.60
S2 107.26 107.26 109.09
S3 105.65 106.72 108.95
S4 104.04 105.11 108.50
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
5 110.08 106.30 3.78 3.5% 1.57 1.4% 82% False False 9,578
10 110.08 104.00 6.08 5.6% 1.20 1.1% 89% False False 8,517
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 0.04
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 116.26
2.618 113.63
1.618 112.02
1.000 111.03
0.618 110.41
HIGH 109.42
0.618 108.80
0.500 108.62
0.382 108.43
LOW 107.81
0.618 106.82
1.000 106.20
1.618 105.21
2.618 103.60
4.250 100.97
Fisher Pivots for day following 01-Mar-2012
Pivot 1 day 3 day
R1 109.13 108.89
PP 108.87 108.38
S1 108.62 107.88

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

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