NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 02-Jul-2012
Day Change Summary
Previous Current
29-Jun-2012 02-Jul-2012 Change Change % Previous Week
Open 78.46 84.65 6.19 7.9% 80.20
High 85.34 85.05 -0.29 -0.3% 85.34
Low 78.28 82.10 3.82 4.9% 77.28
Close 84.96 83.75 -1.21 -1.4% 84.96
Range 7.06 2.95 -4.11 -58.2% 8.06
ATR 2.99 2.98 0.00 -0.1% 0.00
Volume 417,342 273,722 -143,620 -34.4% 1,433,164
Daily Pivots for day following 02-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.48 91.07 85.37
R3 89.53 88.12 84.56
R2 86.58 86.58 84.29
R1 85.17 85.17 84.02 84.40
PP 83.63 83.63 83.63 83.25
S1 82.22 82.22 83.48 81.45
S2 80.68 80.68 83.21
S3 77.73 79.27 82.94
S4 74.78 76.32 82.13
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 106.71 103.89 89.39
R3 98.65 95.83 87.18
R2 90.59 90.59 86.44
R1 87.77 87.77 85.70 89.18
PP 82.53 82.53 82.53 83.23
S1 79.71 79.71 84.22 81.12
S2 74.47 74.47 83.48
S3 66.41 71.65 82.74
S4 58.35 63.59 80.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 85.34 77.28 8.06 9.6% 3.43 4.1% 80% False False 293,755
10 85.34 77.28 8.06 9.6% 3.19 3.8% 80% False False 301,978
20 87.32 77.28 10.04 12.0% 2.94 3.5% 64% False False 199,742
40 98.86 77.28 21.58 25.8% 2.61 3.1% 30% False False 122,078
60 106.99 77.28 29.71 35.5% 2.35 2.8% 22% False False 91,254
80 109.69 77.28 32.41 38.7% 2.24 2.7% 20% False False 73,431
100 111.38 77.28 34.10 40.7% 2.14 2.6% 19% False False 62,116
120 111.38 77.28 34.10 40.7% 2.04 2.4% 19% False False 53,287
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.59
2.618 92.77
1.618 89.82
1.000 88.00
0.618 86.87
HIGH 85.05
0.618 83.92
0.500 83.58
0.382 83.23
LOW 82.10
0.618 80.28
1.000 79.15
1.618 77.33
2.618 74.38
4.250 69.56
Fisher Pivots for day following 02-Jul-2012
Pivot 1 day 3 day
R1 83.69 82.94
PP 83.63 82.12
S1 83.58 81.31

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

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