NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 106.01 105.85 -0.16 -0.2% 105.10
High 106.21 107.29 1.08 1.0% 106.18
Low 105.22 105.54 0.32 0.3% 103.39
Close 105.93 107.02 1.09 1.0% 106.11
Range 0.99 1.75 0.76 76.8% 2.79
ATR 1.60 1.62 0.01 0.6% 0.00
Volume 26,155 36,776 10,621 40.6% 195,093
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 111.87 111.19 107.98
R3 110.12 109.44 107.50
R2 108.37 108.37 107.34
R1 107.69 107.69 107.18 108.03
PP 106.62 106.62 106.62 106.79
S1 105.94 105.94 106.86 106.28
S2 104.87 104.87 106.70
S3 103.12 104.19 106.54
S4 101.37 102.44 106.06
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 113.60 112.64 107.64
R3 110.81 109.85 106.88
R2 108.02 108.02 106.62
R1 107.06 107.06 106.37 107.54
PP 105.23 105.23 105.23 105.47
S1 104.27 104.27 105.85 104.75
S2 102.44 102.44 105.60
S3 99.65 101.48 105.34
S4 96.86 98.69 104.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.29 104.49 2.80 2.6% 1.22 1.1% 90% True False 37,962
10 107.29 103.39 3.90 3.6% 1.36 1.3% 93% True False 41,176
20 107.53 103.25 4.28 4.0% 1.56 1.5% 88% False False 41,441
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 0.23
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 114.73
2.618 111.87
1.618 110.12
1.000 109.04
0.618 108.37
HIGH 107.29
0.618 106.62
0.500 106.42
0.382 106.21
LOW 105.54
0.618 104.46
1.000 103.79
1.618 102.71
2.618 100.96
4.250 98.10
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 106.82 106.74
PP 106.62 106.46
S1 106.42 106.19

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

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