NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 88.18 88.40 0.22 0.2% 87.91
High 89.37 89.64 0.27 0.3% 93.50
Low 87.71 87.14 -0.57 -0.6% 87.16
Close 88.78 89.25 0.47 0.5% 92.10
Range 1.66 2.50 0.84 50.6% 6.34
ATR 2.56 2.55 0.00 -0.2% 0.00
Volume 35,114 54,178 19,064 54.3% 201,565
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 96.18 95.21 90.63
R3 93.68 92.71 89.94
R2 91.18 91.18 89.71
R1 90.21 90.21 89.48 90.70
PP 88.68 88.68 88.68 88.92
S1 87.71 87.71 89.02 88.20
S2 86.18 86.18 88.79
S3 83.68 85.21 88.56
S4 81.18 82.71 87.88
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.94 107.36 95.59
R3 103.60 101.02 93.84
R2 97.26 97.26 93.26
R1 94.68 94.68 92.68 95.97
PP 90.92 90.92 90.92 91.57
S1 88.34 88.34 91.52 89.63
S2 84.58 84.58 90.94
S3 78.24 82.00 90.36
S4 71.90 75.66 88.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.50 87.14 6.36 7.1% 2.51 2.8% 33% False True 45,769
10 93.50 84.99 8.51 9.5% 2.20 2.5% 50% False False 37,888
20 93.50 78.16 15.34 17.2% 2.67 3.0% 72% False False 36,764
40 93.50 78.16 15.34 17.2% 2.68 3.0% 72% False False 30,499
60 107.12 78.16 28.96 32.4% 2.45 2.7% 38% False False 25,243
80 107.38 78.16 29.22 32.7% 2.22 2.5% 38% False False 21,452
100 109.80 78.16 31.64 35.5% 2.09 2.3% 35% False False 18,993
120 110.65 78.16 32.49 36.4% 1.95 2.2% 34% False False 17,365
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.27
2.618 96.19
1.618 93.69
1.000 92.14
0.618 91.19
HIGH 89.64
0.618 88.69
0.500 88.39
0.382 88.10
LOW 87.14
0.618 85.60
1.000 84.64
1.618 83.10
2.618 80.60
4.250 76.52
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 88.96 89.53
PP 88.68 89.43
S1 88.39 89.34

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

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