NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 90.14 89.67 -0.47 -0.5% 91.61
High 90.95 90.30 -0.65 -0.7% 91.64
Low 89.33 87.31 -2.02 -2.3% 86.84
Close 89.78 88.06 -1.72 -1.9% 90.13
Range 1.62 2.99 1.37 84.6% 4.80
ATR 2.44 2.48 0.04 1.6% 0.00
Volume 173,812 266,793 92,981 53.5% 1,267,204
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 97.53 95.78 89.70
R3 94.54 92.79 88.88
R2 91.55 91.55 88.61
R1 89.80 89.80 88.33 89.18
PP 88.56 88.56 88.56 88.25
S1 86.81 86.81 87.79 86.19
S2 85.57 85.57 87.51
S3 82.58 83.82 87.24
S4 79.59 80.83 86.42
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 4.7% 2.17 2.5% 30% False False 227,863
10 93.25 86.84 6.41 7.3% 2.25 2.6% 19% False False 236,344
20 93.25 83.75 9.50 10.8% 2.41 2.7% 45% False False 163,406
40 93.25 77.70 15.55 17.7% 2.66 3.0% 67% False False 108,280
60 99.10 77.70 21.40 24.3% 2.52 2.9% 48% False False 82,223
80 107.12 77.70 29.42 33.4% 2.33 2.7% 35% False False 68,645
100 109.84 77.70 32.14 36.5% 2.24 2.5% 32% False False 58,709
120 110.87 77.70 33.17 37.7% 2.13 2.4% 31% False False 52,004
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.01
2.618 98.13
1.618 95.14
1.000 93.29
0.618 92.15
HIGH 90.30
0.618 89.16
0.500 88.81
0.382 88.45
LOW 87.31
0.618 85.46
1.000 84.32
1.618 82.47
2.618 79.48
4.250 74.60
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 88.81 89.13
PP 88.56 88.77
S1 88.31 88.42

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

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