NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 31-Jul-2012
Day Change Summary
Previous Current
30-Jul-2012 31-Jul-2012 Change Change % Previous Week
Open 90.41 89.95 -0.46 -0.5% 91.65
High 91.09 90.56 -0.53 -0.6% 91.91
Low 89.61 87.60 -2.01 -2.2% 87.14
Close 90.06 88.34 -1.72 -1.9% 90.42
Range 1.48 2.96 1.48 100.0% 4.77
ATR 2.38 2.43 0.04 1.7% 0.00
Volume 44,552 72,380 27,828 62.5% 221,090
Daily Pivots for day following 31-Jul-2012
Classic Woodie Camarilla DeMark
R4 97.71 95.99 89.97
R3 94.75 93.03 89.15
R2 91.79 91.79 88.88
R1 90.07 90.07 88.61 89.45
PP 88.83 88.83 88.83 88.53
S1 87.11 87.11 88.07 86.49
S2 85.87 85.87 87.80
S3 82.91 84.15 87.53
S4 79.95 81.19 86.71
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.13 102.05 93.04
R3 99.36 97.28 91.73
R2 94.59 94.59 91.29
R1 92.51 92.51 90.86 91.17
PP 89.82 89.82 89.82 89.15
S1 87.74 87.74 89.98 86.40
S2 85.05 85.05 89.55
S3 80.28 82.97 89.11
S4 75.51 78.20 87.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.09 87.14 3.95 4.5% 2.13 2.4% 30% False False 52,082
10 93.50 87.14 6.36 7.2% 2.21 2.5% 19% False False 47,342
20 93.50 84.40 9.10 10.3% 2.33 2.6% 43% False False 40,199
40 93.50 78.16 15.34 17.4% 2.56 2.9% 66% False False 33,901
60 99.24 78.16 21.08 23.9% 2.42 2.7% 48% False False 27,738
80 107.12 78.16 28.96 32.8% 2.21 2.5% 35% False False 23,558
100 109.80 78.16 31.64 35.8% 2.11 2.4% 32% False False 20,695
120 110.65 78.16 32.49 36.8% 1.99 2.2% 31% False False 18,800
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.14
2.618 98.31
1.618 95.35
1.000 93.52
0.618 92.39
HIGH 90.56
0.618 89.43
0.500 89.08
0.382 88.73
LOW 87.60
0.618 85.77
1.000 84.64
1.618 82.81
2.618 79.85
4.250 75.02
Fisher Pivots for day following 31-Jul-2012
Pivot 1 day 3 day
R1 89.08 89.35
PP 88.83 89.01
S1 88.59 88.68

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

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