NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 27-Mar-2012

Day Change Summary
	Previous	Current
	26-Mar-2012	27-Mar-2012	Change	Change %	Previous Week
Open	108.23	108.97	0.74	0.7%	109.36
High	108.87	109.21	0.34	0.3%	109.80
Low	108.18	108.60	0.42	0.4%	106.24
Close	108.81	109.17	0.36	0.3%	108.48
Range	0.69	0.61	-0.08	-11.6%	3.56
ATR	1.44	1.38	-0.06	-4.1%	0.00
Volume	7,587	3,399	-4,188	-55.2%	31,680

Daily Pivots for day following 27-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	110.82	110.61	109.51
R3	110.21	110.00	109.34
R2	109.60	109.60	109.28
R1	109.39	109.39	109.23	109.50
PP	108.99	108.99	108.99	109.05
S1	108.78	108.78	109.11	108.89
S2	108.38	108.38	109.06
S3	107.77	108.17	109.00
S4	107.16	107.56	108.83

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	109.21	106.24	2.97	2.7%	1.25	1.1%	99%	True	False	6,562
10	109.80	106.24	3.56	3.3%	1.32	1.2%	82%	False	False	6,901
20	109.80	106.24	3.56	3.3%	1.25	1.1%	82%	False	False	6,949

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	111.80
2.618	110.81
1.618	110.20
1.000	109.82
0.618	109.59
HIGH	109.21
0.618	108.98
0.500	108.91
0.382	108.83
LOW	108.60
0.618	108.22
1.000	107.99
1.618	107.61
2.618	107.00
4.250	106.01

Fisher Pivots for day following 27-Mar-2012
Pivot	1 day	3 day
R1	109.08	108.82
PP	108.99	108.46
S1	108.91	108.11

Download as Excel Spreadsheet

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

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