NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 04-May-2012
Day Change Summary
Previous Current
03-May-2012 04-May-2012 Change Change % Previous Week
Open 106.24 103.73 -2.51 -2.4% 106.01
High 106.25 103.94 -2.31 -2.2% 107.29
Low 103.67 98.90 -4.77 -4.6% 98.90
Close 103.83 99.81 -4.02 -3.9% 99.81
Range 2.58 5.04 2.46 95.3% 8.39
ATR 1.66 1.90 0.24 14.5% 0.00
Volume 59,785 67,319 7,534 12.6% 251,045
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 116.00 112.95 102.58
R3 110.96 107.91 101.20
R2 105.92 105.92 100.73
R1 102.87 102.87 100.27 101.88
PP 100.88 100.88 100.88 100.39
S1 97.83 97.83 99.35 96.84
S2 95.84 95.84 98.89
S3 90.80 92.79 98.42
S4 85.76 87.75 97.04
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 127.17 121.88 104.42
R3 118.78 113.49 102.12
R2 110.39 110.39 101.35
R1 105.10 105.10 100.58 103.55
PP 102.00 102.00 102.00 101.23
S1 96.71 96.71 99.04 95.16
S2 93.61 93.61 98.27
S3 85.22 88.32 97.50
S4 76.83 79.93 95.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.29 98.90 8.39 8.4% 2.31 2.3% 11% False True 50,209
10 107.29 98.90 8.39 8.4% 1.77 1.8% 11% False True 44,613
20 107.29 98.90 8.39 8.4% 1.70 1.7% 11% False True 44,184
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 0.20
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 125.36
2.618 117.13
1.618 112.09
1.000 108.98
0.618 107.05
HIGH 103.94
0.618 102.01
0.500 101.42
0.382 100.83
LOW 98.90
0.618 95.79
1.000 93.86
1.618 90.75
2.618 85.71
4.250 77.48
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 101.42 102.91
PP 100.88 101.88
S1 100.35 100.84

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

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