NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 27-Aug-2012
Day Change Summary
Previous Current
24-Aug-2012 27-Aug-2012 Change Change % Previous Week
Open 96.06 96.67 0.61 0.6% 96.64
High 97.17 97.72 0.55 0.6% 98.29
Low 95.41 94.41 -1.00 -1.0% 95.32
Close 96.15 95.47 -0.68 -0.7% 96.15
Range 1.76 3.31 1.55 88.1% 2.97
ATR 2.05 2.14 0.09 4.4% 0.00
Volume 190,266 221,177 30,911 16.2% 1,010,328
Daily Pivots for day following 27-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.80 103.94 97.29
R3 102.49 100.63 96.38
R2 99.18 99.18 96.08
R1 97.32 97.32 95.77 96.60
PP 95.87 95.87 95.87 95.50
S1 94.01 94.01 95.17 93.29
S2 92.56 92.56 94.86
S3 89.25 90.70 94.56
S4 85.94 87.39 93.65
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.50 103.79 97.78
R3 102.53 100.82 96.97
R2 99.56 99.56 96.69
R1 97.85 97.85 96.42 97.22
PP 96.59 96.59 96.59 96.27
S1 94.88 94.88 95.88 94.25
S2 93.62 93.62 95.61
S3 90.65 91.91 95.33
S4 87.68 88.94 94.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.29 94.41 3.88 4.1% 2.14 2.2% 27% False True 208,970
10 98.29 92.86 5.43 5.7% 1.89 2.0% 48% False False 162,126
20 98.29 87.20 11.09 11.6% 2.12 2.2% 75% False False 122,245
40 98.29 82.89 15.40 16.1% 2.22 2.3% 82% False False 80,482
60 98.29 78.16 20.13 21.1% 2.42 2.5% 86% False False 62,524
80 103.63 78.16 25.47 26.7% 2.37 2.5% 68% False False 50,657
100 107.12 78.16 28.96 30.3% 2.18 2.3% 60% False False 42,670
120 109.80 78.16 31.64 33.1% 2.10 2.2% 55% False False 37,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 111.79
2.618 106.39
1.618 103.08
1.000 101.03
0.618 99.77
HIGH 97.72
0.618 96.46
0.500 96.07
0.382 95.67
LOW 94.41
0.618 92.36
1.000 91.10
1.618 89.05
2.618 85.74
4.250 80.34
Fisher Pivots for day following 27-Aug-2012
Pivot 1 day 3 day
R1 96.07 96.35
PP 95.87 96.06
S1 95.67 95.76

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

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