NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 30-Jul-2012
Day Change Summary
Previous Current
27-Jul-2012 30-Jul-2012 Change Change % Previous Week
Open 89.43 90.14 0.71 0.8% 91.61
High 90.45 90.95 0.50 0.6% 91.64
Low 89.13 89.33 0.20 0.2% 86.84
Close 90.13 89.78 -0.35 -0.4% 90.13
Range 1.32 1.62 0.30 22.7% 4.80
ATR 2.51 2.44 -0.06 -2.5% 0.00
Volume 196,061 173,812 -22,249 -11.3% 1,267,204
Daily Pivots for day following 30-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.88 93.95 90.67
R3 93.26 92.33 90.23
R2 91.64 91.64 90.08
R1 90.71 90.71 89.93 90.37
PP 90.02 90.02 90.02 89.85
S1 89.09 89.09 89.63 88.75
S2 88.40 88.40 89.48
S3 86.78 87.47 89.33
S4 85.16 85.85 88.89
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 90.95 86.84 4.11 4.6% 1.90 2.1% 72% True False 233,566
10 93.25 86.84 6.41 7.1% 2.15 2.4% 46% False False 223,870
20 93.25 82.50 10.75 12.0% 2.40 2.7% 68% False False 155,226
40 93.25 77.70 15.55 17.3% 2.66 3.0% 78% False False 102,783
60 103.47 77.70 25.77 28.7% 2.55 2.8% 47% False False 78,499
80 107.12 77.70 29.42 32.8% 2.32 2.6% 41% False False 65,622
100 109.84 77.70 32.14 35.8% 2.22 2.5% 38% False False 56,265
120 110.87 77.70 33.17 36.9% 2.11 2.4% 36% False False 49,975
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.57
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.84
2.618 95.19
1.618 93.57
1.000 92.57
0.618 91.95
HIGH 90.95
0.618 90.33
0.500 90.14
0.382 89.95
LOW 89.33
0.618 88.33
1.000 87.71
1.618 86.71
2.618 85.09
4.250 82.45
Fisher Pivots for day following 30-Jul-2012
Pivot 1 day 3 day
R1 90.14 89.69
PP 90.02 89.60
S1 89.90 89.51

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

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