NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 89.10 89.43 0.33 0.4% 91.61
High 90.47 90.45 -0.02 0.0% 91.64
Low 88.07 89.13 1.06 1.2% 86.84
Close 89.39 90.13 0.74 0.8% 90.13
Range 2.40 1.32 -1.08 -45.0% 4.80
ATR 2.60 2.51 -0.09 -3.5% 0.00
Volume 223,009 196,061 -26,948 -12.1% 1,267,204
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.86 93.32 90.86
R3 92.54 92.00 90.49
R2 91.22 91.22 90.37
R1 90.68 90.68 90.25 90.95
PP 89.90 89.90 89.90 90.04
S1 89.36 89.36 90.01 89.63
S2 88.58 88.58 89.89
S3 87.26 88.04 89.77
S4 85.94 86.72 89.40
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 103.94 101.83 92.77
R3 99.14 97.03 91.45
R2 94.34 94.34 91.01
R1 92.23 92.23 90.57 90.89
PP 89.54 89.54 89.54 88.86
S1 87.43 87.43 89.69 86.09
S2 84.74 84.74 89.25
S3 79.94 82.63 88.81
S4 75.14 77.83 87.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.64 86.84 4.80 5.3% 2.33 2.6% 69% False False 253,440
10 93.25 86.81 6.44 7.1% 2.20 2.4% 52% False False 216,914
20 93.25 78.69 14.56 16.2% 2.68 3.0% 79% False False 149,624
40 93.25 77.70 15.55 17.3% 2.72 3.0% 80% False False 99,593
60 106.10 77.70 28.40 31.5% 2.57 2.9% 44% False False 76,208
80 107.12 77.70 29.42 32.6% 2.33 2.6% 42% False False 63,754
100 109.84 77.70 32.14 35.7% 2.22 2.5% 39% False False 54,711
120 110.87 77.70 33.17 36.8% 2.12 2.3% 37% False False 48,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.56
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 96.06
2.618 93.91
1.618 92.59
1.000 91.77
0.618 91.27
HIGH 90.45
0.618 89.95
0.500 89.79
0.382 89.63
LOW 89.13
0.618 88.31
1.000 87.81
1.618 86.99
2.618 85.67
4.250 83.52
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 90.02 89.64
PP 89.90 89.15
S1 89.79 88.66

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

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