NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 08-May-2012
Day Change Summary
Previous Current
07-May-2012 08-May-2012 Change Change % Previous Week
Open 99.04 99.13 0.09 0.1% 106.20
High 99.53 99.13 -0.40 -0.4% 107.14
Low 97.77 97.26 -0.51 -0.5% 99.08
Close 99.41 98.64 -0.77 -0.8% 99.93
Range 1.76 1.87 0.11 6.3% 8.06
ATR 1.56 1.60 0.04 2.7% 0.00
Volume 8,753 5,052 -3,701 -42.3% 29,942
Daily Pivots for day following 08-May-2012
Classic Woodie Camarilla DeMark
R4 103.95 103.17 99.67
R3 102.08 101.30 99.15
R2 100.21 100.21 98.98
R1 99.43 99.43 98.81 98.89
PP 98.34 98.34 98.34 98.07
S1 97.56 97.56 98.47 97.02
S2 96.47 96.47 98.30
S3 94.60 95.69 98.13
S4 92.73 93.82 97.61
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
5 106.82 97.26 9.56 9.7% 2.26 2.3% 14% False True 7,224
10 107.14 97.26 9.88 10.0% 1.62 1.6% 14% False True 5,531
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 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.08
2.618 104.03
1.618 102.16
1.000 101.00
0.618 100.29
HIGH 99.13
0.618 98.42
0.500 98.20
0.382 97.97
LOW 97.26
0.618 96.10
1.000 95.39
1.618 94.23
2.618 92.36
4.250 89.31
Fisher Pivots for day following 08-May-2012
Pivot 1 day 3 day
R1 98.49 100.32
PP 98.34 99.76
S1 98.20 99.20

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

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