NYMEX Light Sweet Crude Oil Future January 2013


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 105.80 103.38 -2.42 -2.3% 106.20
High 106.17 103.38 -2.79 -2.6% 107.14
Low 103.79 99.08 -4.71 -4.5% 99.08
Close 103.94 99.93 -4.01 -3.9% 99.93
Range 2.38 4.30 1.92 80.7% 8.06
ATR 1.26 1.51 0.26 20.5% 0.00
Volume 8,870 7,951 -919 -10.4% 29,942
Daily Pivots for day following 04-May-2012
Classic Woodie Camarilla DeMark
R4 113.70 111.11 102.30
R3 109.40 106.81 101.11
R2 105.10 105.10 100.72
R1 102.51 102.51 100.32 101.66
PP 100.80 100.80 100.80 100.37
S1 98.21 98.21 99.54 97.36
S2 96.50 96.50 99.14
S3 92.20 93.91 98.75
S4 87.90 89.61 97.57
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 126.23 121.14 104.36
R3 118.17 113.08 102.15
R2 110.11 110.11 101.41
R1 105.02 105.02 100.67 103.54
PP 102.05 102.05 102.05 101.31
S1 96.96 96.96 99.19 95.48
S2 93.99 93.99 98.45
S3 85.93 88.90 97.71
S4 77.87 80.84 95.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 107.14 99.08 8.06 8.1% 2.00 2.0% 11% False True 5,988
10 107.14 99.08 8.06 8.1% 1.48 1.5% 11% False True 4,816
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 0.12
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 121.66
2.618 114.64
1.618 110.34
1.000 107.68
0.618 106.04
HIGH 103.38
0.618 101.74
0.500 101.23
0.382 100.72
LOW 99.08
0.618 96.42
1.000 94.78
1.618 92.12
2.618 87.82
4.250 80.81
Fisher Pivots for day following 04-May-2012
Pivot 1 day 3 day
R1 101.23 102.95
PP 100.80 101.94
S1 100.36 100.94

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

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