NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 23-Mar-2012
Day Change Summary
Previous Current
22-Mar-2012 23-Mar-2012 Change Change % Previous Week
Open 108.09 107.40 -0.69 -0.6% 109.36
High 108.09 109.17 1.08 1.0% 109.80
Low 106.24 107.00 0.76 0.7% 106.24
Close 107.00 108.48 1.48 1.4% 108.48
Range 1.85 2.17 0.32 17.3% 3.56
ATR 1.45 1.50 0.05 3.6% 0.00
Volume 5,115 8,015 2,900 56.7% 31,680
Daily Pivots for day following 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 114.73 113.77 109.67
R3 112.56 111.60 109.08
R2 110.39 110.39 108.88
R1 109.43 109.43 108.68 109.91
PP 108.22 108.22 108.22 108.46
S1 107.26 107.26 108.28 107.74
S2 106.05 106.05 108.08
S3 103.88 105.09 107.88
S4 101.71 102.92 107.29
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 118.85 117.23 110.44
R3 115.29 113.67 109.46
R2 111.73 111.73 109.13
R1 110.11 110.11 108.81 109.14
PP 108.17 108.17 108.17 107.69
S1 106.55 106.55 108.15 105.58
S2 104.61 104.61 107.83
S3 101.05 102.99 107.50
S4 97.49 99.43 106.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 109.80 106.24 3.56 3.3% 1.44 1.3% 63% False False 6,336
10 109.80 106.24 3.56 3.3% 1.42 1.3% 63% False False 7,069
20 109.82 106.24 3.58 3.3% 1.34 1.2% 63% False False 7,720
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 0.26
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 118.39
2.618 114.85
1.618 112.68
1.000 111.34
0.618 110.51
HIGH 109.17
0.618 108.34
0.500 108.09
0.382 107.83
LOW 107.00
0.618 105.66
1.000 104.83
1.618 103.49
2.618 101.32
4.250 97.78
Fisher Pivots for day following 23-Mar-2012
Pivot 1 day 3 day
R1 108.35 108.22
PP 108.22 107.96
S1 108.09 107.71

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

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