NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 18-Jul-2012
Day Change Summary
Previous Current
17-Jul-2012 18-Jul-2012 Change Change % Previous Week
Open 88.84 89.73 0.89 1.0% 85.03
High 90.10 90.65 0.55 0.6% 88.32
Low 88.12 89.24 1.12 1.3% 84.46
Close 89.87 90.47 0.60 0.7% 87.85
Range 1.98 1.41 -0.57 -28.8% 3.86
ATR 2.61 2.53 -0.09 -3.3% 0.00
Volume 34,461 38,347 3,886 11.3% 136,116
Daily Pivots for day following 18-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.35 93.82 91.25
R3 92.94 92.41 90.86
R2 91.53 91.53 90.73
R1 91.00 91.00 90.60 91.27
PP 90.12 90.12 90.12 90.25
S1 89.59 89.59 90.34 89.86
S2 88.71 88.71 90.21
S3 87.30 88.18 90.08
S4 85.89 86.77 89.69
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 90.65 84.99 5.66 6.3% 1.89 2.1% 97% True False 30,007
10 90.65 84.46 6.19 6.8% 2.14 2.4% 97% True False 33,510
20 90.65 78.16 12.49 13.8% 2.72 3.0% 99% True False 33,098
40 93.98 78.16 15.82 17.5% 2.58 2.8% 78% False False 26,063
60 107.12 78.16 28.96 32.0% 2.33 2.6% 43% False False 22,072
80 109.15 78.16 30.99 34.3% 2.16 2.4% 40% False False 18,975
100 110.65 78.16 32.49 35.9% 2.06 2.3% 38% False False 17,292
120 110.65 78.16 32.49 35.9% 1.89 2.1% 38% False False 15,625
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 0.39
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 96.64
2.618 94.34
1.618 92.93
1.000 92.06
0.618 91.52
HIGH 90.65
0.618 90.11
0.500 89.95
0.382 89.78
LOW 89.24
0.618 88.37
1.000 87.83
1.618 86.96
2.618 85.55
4.250 83.25
Fisher Pivots for day following 18-Jul-2012
Pivot 1 day 3 day
R1 90.30 89.95
PP 90.12 89.43
S1 89.95 88.91

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

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