NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 86.33 87.52 1.19 1.4% 84.58
High 88.00 88.87 0.87 1.0% 88.00
Low 85.95 86.81 0.86 1.0% 84.05
Close 87.50 88.81 1.31 1.5% 87.50
Range 2.05 2.06 0.01 0.5% 3.95
ATR 2.81 2.75 -0.05 -1.9% 0.00
Volume 90,511 104,259 13,748 15.2% 395,495
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.34 93.64 89.94
R3 92.28 91.58 89.38
R2 90.22 90.22 89.19
R1 89.52 89.52 89.00 89.87
PP 88.16 88.16 88.16 88.34
S1 87.46 87.46 88.62 87.81
S2 86.10 86.10 88.43
S3 84.04 85.40 88.24
S4 81.98 83.34 87.68
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 88.87 84.05 4.82 5.4% 2.23 2.5% 99% True False 85,080
10 89.33 82.50 6.83 7.7% 2.66 3.0% 92% False False 86,582
20 89.33 77.70 11.63 13.1% 2.94 3.3% 96% False False 70,068
40 93.88 77.70 16.18 18.2% 2.70 3.0% 69% False False 53,533
60 107.12 77.70 29.42 33.1% 2.44 2.8% 38% False False 45,130
80 109.41 77.70 31.71 35.7% 2.30 2.6% 35% False False 39,703
100 110.87 77.70 33.17 37.3% 2.21 2.5% 33% False False 35,903
120 110.87 77.70 33.17 37.3% 2.07 2.3% 33% False False 32,201
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.63
2.618 94.26
1.618 92.20
1.000 90.93
0.618 90.14
HIGH 88.87
0.618 88.08
0.500 87.84
0.382 87.60
LOW 86.81
0.618 85.54
1.000 84.75
1.618 83.48
2.618 81.42
4.250 78.06
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 88.49 88.12
PP 88.16 87.43
S1 87.84 86.74

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

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