NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 86.44 86.33 -0.11 -0.1% 84.58
High 86.73 88.00 1.27 1.5% 88.00
Low 84.60 85.95 1.35 1.6% 84.05
Close 86.46 87.50 1.04 1.2% 87.50
Range 2.13 2.05 -0.08 -3.8% 3.95
ATR 2.86 2.81 -0.06 -2.0% 0.00
Volume 73,622 90,511 16,889 22.9% 395,495
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.30 92.45 88.63
R3 91.25 90.40 88.06
R2 89.20 89.20 87.88
R1 88.35 88.35 87.69 88.78
PP 87.15 87.15 87.15 87.36
S1 86.30 86.30 87.31 86.73
S2 85.10 85.10 87.12
S3 83.05 84.25 86.94
S4 81.00 82.20 86.37
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.37 96.88 89.67
R3 94.42 92.93 88.59
R2 90.47 90.47 88.22
R1 88.98 88.98 87.86 89.73
PP 86.52 86.52 86.52 86.89
S1 85.03 85.03 87.14 85.78
S2 82.57 82.57 86.78
S3 78.62 81.08 86.41
S4 74.67 77.13 85.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.00 84.05 3.95 4.5% 2.29 2.6% 87% True False 79,099
10 89.33 78.69 10.64 12.2% 3.16 3.6% 83% False False 82,334
20 89.33 77.70 11.63 13.3% 2.90 3.3% 84% False False 67,182
40 94.78 77.70 17.08 19.5% 2.69 3.1% 57% False False 51,741
60 107.12 77.70 29.42 33.6% 2.43 2.8% 33% False False 43,860
80 109.41 77.70 31.71 36.2% 2.29 2.6% 31% False False 38,637
100 110.87 77.70 33.17 37.9% 2.20 2.5% 30% False False 35,043
120 110.87 77.70 33.17 37.9% 2.06 2.4% 30% False False 31,367
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 0.33
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 96.71
2.618 93.37
1.618 91.32
1.000 90.05
0.618 89.27
HIGH 88.00
0.618 87.22
0.500 86.98
0.382 86.73
LOW 85.95
0.618 84.68
1.000 83.90
1.618 82.63
2.618 80.58
4.250 77.24
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 87.33 87.03
PP 87.15 86.56
S1 86.98 86.10

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

View Archives - Comment on this page... - Back to Index of Symbols