NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 05-Jul-2012
Day Change Summary
Previous Current
03-Jul-2012 05-Jul-2012 Change Change % Previous Week
Open 84.47 88.03 3.56 4.2% 81.10
High 88.81 89.65 0.84 0.9% 86.10
Low 84.40 87.22 2.82 3.3% 78.16
Close 88.39 87.94 -0.45 -0.5% 85.76
Range 4.41 2.43 -1.98 -44.9% 7.94
ATR 2.97 2.93 -0.04 -1.3% 0.00
Volume 33,812 46,122 12,310 36.4% 149,319
Daily Pivots for day following 05-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.56 94.18 89.28
R3 93.13 91.75 88.61
R2 90.70 90.70 88.39
R1 89.32 89.32 88.16 88.80
PP 88.27 88.27 88.27 88.01
S1 86.89 86.89 87.72 86.37
S2 85.84 85.84 87.49
S3 83.41 84.46 87.27
S4 80.98 82.03 86.60
Weekly Pivots for week ending 29-Jun-2012
Classic Woodie Camarilla DeMark
R4 107.16 104.40 90.13
R3 99.22 96.46 87.94
R2 91.28 91.28 87.22
R1 88.52 88.52 86.49 89.90
PP 83.34 83.34 83.34 84.03
S1 80.58 80.58 85.03 81.96
S2 75.40 75.40 84.30
S3 67.46 72.64 83.58
S4 59.52 64.70 81.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.65 78.16 11.49 13.1% 3.98 4.5% 85% True False 37,973
10 89.65 78.16 11.49 13.1% 3.17 3.6% 85% True False 35,670
20 89.65 78.16 11.49 13.1% 2.97 3.4% 85% True False 30,054
40 98.64 78.16 20.48 23.3% 2.51 2.9% 48% False False 22,509
60 107.12 78.16 28.96 32.9% 2.22 2.5% 34% False False 19,009
80 109.80 78.16 31.64 36.0% 2.10 2.4% 31% False False 16,500
100 110.65 78.16 32.49 36.9% 1.98 2.2% 30% False False 15,175
120 110.65 78.16 32.49 36.9% 1.78 2.0% 30% False False 13,540
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.33
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.98
2.618 96.01
1.618 93.58
1.000 92.08
0.618 91.15
HIGH 89.65
0.618 88.72
0.500 88.44
0.382 88.15
LOW 87.22
0.618 85.72
1.000 84.79
1.618 83.29
2.618 80.86
4.250 76.89
Fisher Pivots for day following 05-Jul-2012
Pivot 1 day 3 day
R1 88.44 87.38
PP 88.27 86.83
S1 88.11 86.27

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

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