NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 04-Apr-2012
Day Change Summary
Previous Current
03-Apr-2012 04-Apr-2012 Change Change % Previous Week
Open 107.22 106.37 -0.85 -0.8% 108.49
High 107.53 106.44 -1.09 -1.0% 109.39
Low 106.13 103.78 -2.35 -2.2% 104.38
Close 106.49 104.12 -2.37 -2.2% 105.23
Range 1.40 2.66 1.26 90.0% 5.01
ATR 1.98 2.03 0.05 2.6% 0.00
Volume 38,254 40,127 1,873 4.9% 185,494
Daily Pivots for day following 04-Apr-2012
Classic Woodie Camarilla DeMark
R4 112.76 111.10 105.58
R3 110.10 108.44 104.85
R2 107.44 107.44 104.61
R1 105.78 105.78 104.36 105.28
PP 104.78 104.78 104.78 104.53
S1 103.12 103.12 103.88 102.62
S2 102.12 102.12 103.63
S3 99.46 100.46 103.39
S4 96.80 97.80 102.66
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 121.36 118.31 107.99
R3 116.35 113.30 106.61
R2 111.34 111.34 106.15
R1 108.29 108.29 105.69 107.31
PP 106.33 106.33 106.33 105.85
S1 103.28 103.28 104.77 102.30
S2 101.32 101.32 104.31
S3 96.31 98.27 103.85
S4 91.30 93.26 102.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.81 103.78 4.03 3.9% 2.41 2.3% 8% False True 39,564
10 110.02 103.78 6.24 6.0% 2.12 2.0% 5% False True 37,218
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.75
2.618 113.40
1.618 110.74
1.000 109.10
0.618 108.08
HIGH 106.44
0.618 105.42
0.500 105.11
0.382 104.80
LOW 103.78
0.618 102.14
1.000 101.12
1.618 99.48
2.618 96.82
4.250 92.48
Fisher Pivots for day following 04-Apr-2012
Pivot 1 day 3 day
R1 105.11 105.73
PP 104.78 105.19
S1 104.45 104.66

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

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