NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 86.58 87.91 1.33 1.5% 85.03
High 88.32 89.21 0.89 1.0% 88.32
Low 86.39 87.16 0.77 0.9% 84.46
Close 87.85 89.16 1.31 1.5% 87.85
Range 1.93 2.05 0.12 6.2% 3.86
ATR 2.71 2.66 -0.05 -1.7% 0.00
Volume 21,359 31,700 10,341 48.4% 136,116
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.66 93.96 90.29
R3 92.61 91.91 89.72
R2 90.56 90.56 89.54
R1 89.86 89.86 89.35 90.21
PP 88.51 88.51 88.51 88.69
S1 87.81 87.81 88.97 88.16
S2 86.46 86.46 88.78
S3 84.41 85.76 88.60
S4 82.36 83.71 88.03
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 89.21 84.46 4.75 5.3% 2.10 2.4% 99% True False 27,082
10 89.65 82.89 6.76 7.6% 2.52 2.8% 93% False False 33,888
20 89.65 78.16 11.49 12.9% 2.81 3.2% 96% False False 31,556
40 94.10 78.16 15.94 17.9% 2.59 2.9% 69% False False 25,079
60 107.12 78.16 28.96 32.5% 2.32 2.6% 38% False False 21,149
80 109.50 78.16 31.34 35.2% 2.18 2.4% 35% False False 18,268
100 110.65 78.16 32.49 36.4% 2.07 2.3% 34% False False 16,791
120 110.65 78.16 32.49 36.4% 1.88 2.1% 34% False False 15,081
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.92
2.618 94.58
1.618 92.53
1.000 91.26
0.618 90.48
HIGH 89.21
0.618 88.43
0.500 88.19
0.382 87.94
LOW 87.16
0.618 85.89
1.000 85.11
1.618 83.84
2.618 81.79
4.250 78.45
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 88.84 88.47
PP 88.51 87.79
S1 88.19 87.10

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

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