NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 12-Jul-2012
Day Change Summary
Previous Current
11-Jul-2012 12-Jul-2012 Change Change % Previous Week
Open 84.01 86.20 2.19 2.6% 84.65
High 86.49 86.37 -0.12 -0.1% 88.98
Low 84.01 84.21 0.20 0.2% 82.10
Close 85.81 86.08 0.27 0.3% 84.45
Range 2.48 2.16 -0.32 -12.9% 6.88
ATR 2.95 2.90 -0.06 -1.9% 0.00
Volume 277,875 222,122 -55,753 -20.1% 544,191
Daily Pivots for day following 12-Jul-2012
Classic Woodie Camarilla DeMark
R4 92.03 91.22 87.27
R3 89.87 89.06 86.67
R2 87.71 87.71 86.48
R1 86.90 86.90 86.28 86.23
PP 85.55 85.55 85.55 85.22
S1 84.74 84.74 85.88 84.07
S2 83.39 83.39 85.68
S3 81.23 82.58 85.49
S4 79.07 80.42 84.89
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 105.82 102.01 88.23
R3 98.94 95.13 86.34
R2 92.06 92.06 85.71
R1 88.25 88.25 85.08 86.72
PP 85.18 85.18 85.18 84.41
S1 81.37 81.37 83.82 79.84
S2 78.30 78.30 83.19
S3 71.42 74.49 82.56
S4 64.54 67.61 80.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.13 83.65 3.48 4.0% 2.51 2.9% 70% False False 252,331
10 88.98 77.28 11.70 13.6% 3.33 3.9% 75% False False 224,930
20 88.98 77.28 11.70 13.6% 2.93 3.4% 75% False False 233,854
40 94.83 77.28 17.55 20.4% 2.73 3.2% 50% False False 146,782
60 106.99 77.28 29.71 34.5% 2.47 2.9% 30% False False 109,081
80 109.37 77.28 32.09 37.3% 2.35 2.7% 27% False False 87,080
100 111.38 77.28 34.10 39.6% 2.25 2.6% 26% False False 73,816
120 111.38 77.28 34.10 39.6% 2.12 2.5% 26% False False 63,396
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 95.55
2.618 92.02
1.618 89.86
1.000 88.53
0.618 87.70
HIGH 86.37
0.618 85.54
0.500 85.29
0.382 85.04
LOW 84.21
0.618 82.88
1.000 82.05
1.618 80.72
2.618 78.56
4.250 75.03
Fisher Pivots for day following 12-Jul-2012
Pivot 1 day 3 day
R1 85.82 85.74
PP 85.55 85.41
S1 85.29 85.07

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

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