NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 86.73 86.58 -0.15 -0.2% 85.03
High 87.06 88.32 1.26 1.4% 88.32
Low 84.99 86.39 1.40 1.6% 84.46
Close 86.80 87.85 1.05 1.2% 87.85
Range 2.07 1.93 -0.14 -6.8% 3.86
ATR 2.77 2.71 -0.06 -2.2% 0.00
Volume 24,172 21,359 -2,813 -11.6% 136,116
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.31 92.51 88.91
R3 91.38 90.58 88.38
R2 89.45 89.45 88.20
R1 88.65 88.65 88.03 89.05
PP 87.52 87.52 87.52 87.72
S1 86.72 86.72 87.67 87.12
S2 85.59 85.59 87.50
S3 83.66 84.79 87.32
S4 81.73 82.86 86.79
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.46 97.01 89.97
R3 94.60 93.15 88.91
R2 90.74 90.74 88.56
R1 89.29 89.29 88.20 90.02
PP 86.88 86.88 86.88 87.24
S1 85.43 85.43 87.50 86.16
S2 83.02 83.02 87.14
S3 79.16 81.57 86.79
S4 75.30 77.71 85.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.32 84.46 3.86 4.4% 2.13 2.4% 88% True False 27,223
10 89.65 79.23 10.42 11.9% 3.01 3.4% 83% False False 34,686
20 89.65 78.16 11.49 13.1% 2.78 3.2% 84% False False 31,419
40 94.95 78.16 16.79 19.1% 2.58 2.9% 58% False False 24,667
60 107.12 78.16 28.96 33.0% 2.31 2.6% 33% False False 20,802
80 109.50 78.16 31.34 35.7% 2.16 2.5% 31% False False 18,006
100 110.65 78.16 32.49 37.0% 2.05 2.3% 30% False False 16,583
120 110.65 78.16 32.49 37.0% 1.86 2.1% 30% False False 14,832
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.20
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 96.52
2.618 93.37
1.618 91.44
1.000 90.25
0.618 89.51
HIGH 88.32
0.618 87.58
0.500 87.36
0.382 87.13
LOW 86.39
0.618 85.20
1.000 84.46
1.618 83.27
2.618 81.34
4.250 78.19
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 87.69 87.43
PP 87.52 87.01
S1 87.36 86.60

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

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