NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 88.26 89.13 0.87 1.0% 84.20
High 89.46 90.04 0.58 0.6% 87.61
Low 87.41 88.59 1.18 1.3% 83.65
Close 89.22 89.87 0.65 0.7% 87.10
Range 2.05 1.45 -0.60 -29.3% 3.96
ATR 2.73 2.64 -0.09 -3.3% 0.00
Volume 242,521 180,844 -61,677 -25.4% 1,220,924
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.85 93.31 90.67
R3 92.40 91.86 90.27
R2 90.95 90.95 90.14
R1 90.41 90.41 90.00 90.68
PP 89.50 89.50 89.50 89.64
S1 88.96 88.96 89.74 89.23
S2 88.05 88.05 89.60
S3 86.60 87.51 89.47
S4 85.15 86.06 89.07
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.00 96.51 89.28
R3 94.04 92.55 88.19
R2 90.08 90.08 87.83
R1 88.59 88.59 87.46 89.34
PP 86.12 86.12 86.12 86.49
S1 84.63 84.63 86.74 85.38
S2 82.16 82.16 86.37
S3 78.20 80.67 86.01
S4 74.24 76.71 84.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.04 84.21 5.83 6.5% 1.95 2.2% 97% True False 215,697
10 90.04 83.65 6.39 7.1% 2.26 2.5% 97% True False 211,843
20 90.04 77.28 12.76 14.2% 2.85 3.2% 99% True False 243,505
40 93.57 77.28 16.29 18.1% 2.72 3.0% 77% False False 163,314
60 106.99 77.28 29.71 33.1% 2.48 2.8% 42% False False 121,482
80 108.87 77.28 31.59 35.2% 2.34 2.6% 40% False False 96,937
100 111.38 77.28 34.10 37.9% 2.25 2.5% 37% False False 81,653
120 111.38 77.28 34.10 37.9% 2.13 2.4% 37% False False 70,301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.39
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 96.20
2.618 93.84
1.618 92.39
1.000 91.49
0.618 90.94
HIGH 90.04
0.618 89.49
0.500 89.32
0.382 89.14
LOW 88.59
0.618 87.69
1.000 87.14
1.618 86.24
2.618 84.79
4.250 82.43
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 89.69 89.32
PP 89.50 88.77
S1 89.32 88.23

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

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