NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 104.43 105.65 1.22 1.2% 105.00
High 106.16 105.65 -0.51 -0.5% 105.61
Low 104.43 104.21 -0.22 -0.2% 103.29
Close 105.82 104.52 -1.30 -1.2% 104.91
Range 1.73 1.44 -0.29 -16.8% 2.32
ATR 1.61 1.61 0.00 0.0% 0.00
Volume 12,417 8,322 -4,095 -33.0% 44,089
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 109.11 108.26 105.31
R3 107.67 106.82 104.92
R2 106.23 106.23 104.78
R1 105.38 105.38 104.65 105.09
PP 104.79 104.79 104.79 104.65
S1 103.94 103.94 104.39 103.65
S2 103.35 103.35 104.26
S3 101.91 102.50 104.12
S4 100.47 101.06 103.73
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 111.56 110.56 106.19
R3 109.24 108.24 105.55
R2 106.92 106.92 105.34
R1 105.92 105.92 105.12 105.26
PP 104.60 104.60 104.60 104.28
S1 103.60 103.60 104.70 102.94
S2 102.28 102.28 104.48
S3 99.96 101.28 104.27
S4 97.64 98.96 103.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 106.16 103.80 2.36 2.3% 1.26 1.2% 31% False False 9,379
10 106.16 103.29 2.87 2.7% 1.56 1.5% 43% False False 8,439
20 109.21 103.29 5.92 5.7% 1.61 1.5% 21% False False 7,176
40 110.08 103.29 6.79 6.5% 1.43 1.4% 18% False False 7,527
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 0.18
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 111.77
2.618 109.42
1.618 107.98
1.000 107.09
0.618 106.54
HIGH 105.65
0.618 105.10
0.500 104.93
0.382 104.76
LOW 104.21
0.618 103.32
1.000 102.77
1.618 101.88
2.618 100.44
4.250 98.09
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 104.93 104.98
PP 104.79 104.83
S1 104.66 104.67

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

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