NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 07-May-2012
Day Change Summary
Previous Current
04-May-2012 07-May-2012 Change Change % Previous Week
Open 103.38 99.04 -4.34 -4.2% 106.20
High 103.38 99.53 -3.85 -3.7% 107.14
Low 99.08 97.77 -1.31 -1.3% 99.08
Close 99.93 99.41 -0.52 -0.5% 99.93
Range 4.30 1.76 -2.54 -59.1% 8.06
ATR 1.51 1.56 0.05 3.1% 0.00
Volume 7,951 8,753 802 10.1% 29,942
Daily Pivots for day following 07-May-2012
Classic Woodie Camarilla DeMark
R4 104.18 103.56 100.38
R3 102.42 101.80 99.89
R2 100.66 100.66 99.73
R1 100.04 100.04 99.57 100.35
PP 98.90 98.90 98.90 99.06
S1 98.28 98.28 99.25 98.59
S2 97.14 97.14 99.09
S3 95.38 96.52 98.93
S4 93.62 94.76 98.44
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 97.77 9.37 9.4% 2.17 2.2% 18% False True 6,997
10 107.14 97.77 9.37 9.4% 1.49 1.5% 18% False True 5,238
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 0.17
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 107.01
2.618 104.14
1.618 102.38
1.000 101.29
0.618 100.62
HIGH 99.53
0.618 98.86
0.500 98.65
0.382 98.44
LOW 97.77
0.618 96.68
1.000 96.01
1.618 94.92
2.618 93.16
4.250 90.29
Fisher Pivots for day following 07-May-2012
Pivot 1 day 3 day
R1 99.16 101.97
PP 98.90 101.12
S1 98.65 100.26

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

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