NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 107.81 107.83 0.02 0.0% 109.82
High 109.42 107.89 -1.53 -1.4% 109.82
Low 107.81 107.15 -0.66 -0.6% 106.30
Close 109.39 107.83 -1.56 -1.4% 107.83
Range 1.61 0.74 -0.87 -54.0% 3.52
ATR 0.00 1.32 1.32 0.00
Volume 5,800 8,577 2,777 47.9% 47,016
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 109.84 109.58 108.24
R3 109.10 108.84 108.03
R2 108.36 108.36 107.97
R1 108.10 108.10 107.90 108.20
PP 107.62 107.62 107.62 107.68
S1 107.36 107.36 107.76 107.46
S2 106.88 106.88 107.69
S3 106.14 106.62 107.63
S4 105.40 105.88 107.42
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.54 116.71 109.77
R3 115.02 113.19 108.80
R2 111.50 111.50 108.48
R1 109.67 109.67 108.15 108.83
PP 107.98 107.98 107.98 107.56
S1 106.15 106.15 107.51 105.31
S2 104.46 104.46 107.18
S3 100.94 102.63 106.86
S4 97.42 99.11 105.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.82 106.30 3.52 3.3% 1.46 1.4% 43% False False 9,403
10 110.08 104.83 5.25 4.9% 1.21 1.1% 57% False False 8,587
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 0.04
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111.04
2.618 109.83
1.618 109.09
1.000 108.63
0.618 108.35
HIGH 107.89
0.618 107.61
0.500 107.52
0.382 107.43
LOW 107.15
0.618 106.69
1.000 106.41
1.618 105.95
2.618 105.21
4.250 104.01
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 107.73 107.86
PP 107.62 107.85
S1 107.52 107.84

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

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