NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 03-Jul-2012
Day Change Summary
Previous Current
02-Jul-2012 03-Jul-2012 Change Change % Previous Week
Open 84.65 83.67 -0.98 -1.2% 80.20
High 85.05 88.04 2.99 3.5% 85.34
Low 82.10 83.33 1.23 1.5% 77.28
Close 83.75 87.66 3.91 4.7% 84.96
Range 2.95 4.71 1.76 59.7% 8.06
ATR 2.98 3.11 0.12 4.1% 0.00
Volume 273,722 331 -273,391 -99.9% 1,433,164
Daily Pivots for day following 03-Jul-2012
Classic Woodie Camarilla DeMark
R4 100.47 98.78 90.25
R3 95.76 94.07 88.96
R2 91.05 91.05 88.52
R1 89.36 89.36 88.09 90.21
PP 86.34 86.34 86.34 86.77
S1 84.65 84.65 87.23 85.50
S2 81.63 81.63 86.80
S3 76.92 79.94 86.36
S4 72.21 75.23 85.07
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 88.04 77.28 10.76 12.3% 4.10 4.7% 96% True False 245,551
10 88.04 77.28 10.76 12.3% 3.44 3.9% 96% True False 275,166
20 88.04 77.28 10.76 12.3% 3.10 3.5% 96% True False 196,527
40 98.70 77.28 21.42 24.4% 2.66 3.0% 48% False False 120,898
60 106.99 77.28 29.71 33.9% 2.40 2.7% 35% False False 90,933
80 109.69 77.28 32.41 37.0% 2.28 2.6% 32% False False 73,082
100 111.38 77.28 34.10 38.9% 2.18 2.5% 30% False False 61,917
120 111.38 77.28 34.10 38.9% 2.07 2.4% 30% False False 53,249
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 0.40
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.06
2.618 100.37
1.618 95.66
1.000 92.75
0.618 90.95
HIGH 88.04
0.618 86.24
0.500 85.69
0.382 85.13
LOW 83.33
0.618 80.42
1.000 78.62
1.618 75.71
2.618 71.00
4.250 63.31
Fisher Pivots for day following 03-Jul-2012
Pivot 1 day 3 day
R1 87.00 86.16
PP 86.34 84.66
S1 85.69 83.16

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

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