NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 26-Jul-2012
Day Change Summary
Previous Current
25-Jul-2012 26-Jul-2012 Change Change % Previous Week
Open 88.20 89.10 0.90 1.0% 87.52
High 89.36 90.47 1.11 1.2% 93.25
Low 86.84 88.07 1.23 1.4% 86.81
Close 88.97 89.39 0.42 0.5% 91.83
Range 2.52 2.40 -0.12 -4.8% 6.44
ATR 2.62 2.60 -0.02 -0.6% 0.00
Volume 279,643 223,009 -56,634 -20.3% 901,943
Daily Pivots for day following 26-Jul-2012
Classic Woodie Camarilla DeMark
R4 96.51 95.35 90.71
R3 94.11 92.95 90.05
R2 91.71 91.71 89.83
R1 90.55 90.55 89.61 91.13
PP 89.31 89.31 89.31 89.60
S1 88.15 88.15 89.17 88.73
S2 86.91 86.91 88.95
S3 84.51 85.75 88.73
S4 82.11 83.35 88.07
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.95 107.33 95.37
R3 103.51 100.89 93.60
R2 97.07 97.07 93.01
R1 94.45 94.45 92.42 95.76
PP 90.63 90.63 90.63 91.29
S1 88.01 88.01 91.24 89.32
S2 84.19 84.19 90.65
S3 77.75 81.57 90.06
S4 71.31 75.13 88.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.63 86.84 5.79 6.5% 2.40 2.7% 44% False False 261,657
10 93.25 85.95 7.30 8.2% 2.27 2.5% 47% False False 206,359
20 93.25 77.70 15.55 17.4% 2.79 3.1% 75% False False 142,504
40 93.25 77.70 15.55 17.4% 2.75 3.1% 75% False False 95,472
60 106.73 77.70 29.03 32.5% 2.57 2.9% 40% False False 73,587
80 107.12 77.70 29.42 32.9% 2.33 2.6% 40% False False 61,573
100 109.84 77.70 32.14 36.0% 2.23 2.5% 36% False False 52,845
120 110.87 77.70 33.17 37.1% 2.12 2.4% 35% False False 47,109
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.67
2.618 96.75
1.618 94.35
1.000 92.87
0.618 91.95
HIGH 90.47
0.618 89.55
0.500 89.27
0.382 88.99
LOW 88.07
0.618 86.59
1.000 85.67
1.618 84.19
2.618 81.79
4.250 77.87
Fisher Pivots for day following 26-Jul-2012
Pivot 1 day 3 day
R1 89.35 89.15
PP 89.31 88.90
S1 89.27 88.66

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

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