NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 87.52 88.75 1.23 1.4% 84.58
High 88.87 89.80 0.93 1.0% 88.00
Low 86.81 87.79 0.98 1.1% 84.05
Close 88.81 89.54 0.73 0.8% 87.50
Range 2.06 2.01 -0.05 -2.4% 3.95
ATR 2.75 2.70 -0.05 -1.9% 0.00
Volume 104,259 142,048 37,789 36.2% 395,495
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.07 94.32 90.65
R3 93.06 92.31 90.09
R2 91.05 91.05 89.91
R1 90.30 90.30 89.72 90.68
PP 89.04 89.04 89.04 89.23
S1 88.29 88.29 89.36 88.67
S2 87.03 87.03 89.17
S3 85.02 86.28 88.99
S4 83.01 84.27 88.43
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 89.80 84.19 5.61 6.3% 2.19 2.4% 95% True False 97,054
10 89.80 83.75 6.05 6.8% 2.57 2.9% 96% True False 90,468
20 89.80 77.70 12.10 13.5% 2.86 3.2% 98% True False 75,373
40 93.88 77.70 16.18 18.1% 2.70 3.0% 73% False False 56,331
60 107.12 77.70 29.42 32.9% 2.45 2.7% 40% False False 47,072
80 109.41 77.70 31.71 35.4% 2.30 2.6% 37% False False 41,298
100 110.87 77.70 33.17 37.0% 2.21 2.5% 36% False False 37,164
120 110.87 77.70 33.17 37.0% 2.07 2.3% 36% False False 33,327
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 0.45
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 98.34
2.618 95.06
1.618 93.05
1.000 91.81
0.618 91.04
HIGH 89.80
0.618 89.03
0.500 88.80
0.382 88.56
LOW 87.79
0.618 86.55
1.000 85.78
1.618 84.54
2.618 82.53
4.250 79.25
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 89.29 88.99
PP 89.04 88.43
S1 88.80 87.88

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

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