NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 30-Aug-2012
Day Change Summary
Previous Current
29-Aug-2012 30-Aug-2012 Change Change % Previous Week
Open 96.08 95.30 -0.78 -0.8% 96.64
High 96.37 95.60 -0.77 -0.8% 98.29
Low 94.76 93.95 -0.81 -0.9% 95.32
Close 95.49 94.62 -0.87 -0.9% 96.15
Range 1.61 1.65 0.04 2.5% 2.97
ATR 2.05 2.02 -0.03 -1.4% 0.00
Volume 174,777 118,564 -56,213 -32.2% 1,010,328
Daily Pivots for day following 30-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.67 98.80 95.53
R3 98.02 97.15 95.07
R2 96.37 96.37 94.92
R1 95.50 95.50 94.77 95.11
PP 94.72 94.72 94.72 94.53
S1 93.85 93.85 94.47 93.46
S2 93.07 93.07 94.32
S3 91.42 92.20 94.17
S4 89.77 90.55 93.71
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 97.72 93.95 3.77 4.0% 1.95 2.1% 18% False True 178,534
10 98.29 93.95 4.34 4.6% 1.82 1.9% 15% False True 183,357
20 98.29 87.58 10.71 11.3% 1.97 2.1% 66% False False 135,716
40 98.29 84.46 13.83 14.6% 2.10 2.2% 73% False False 89,445
60 98.29 78.16 20.13 21.3% 2.39 2.5% 82% False False 69,648
80 98.64 78.16 20.48 21.6% 2.30 2.4% 80% False False 55,977
100 107.12 78.16 28.96 30.6% 2.17 2.3% 57% False False 47,184
120 109.80 78.16 31.64 33.4% 2.10 2.2% 52% False False 40,815
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 0.50
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.61
2.618 99.92
1.618 98.27
1.000 97.25
0.618 96.62
HIGH 95.60
0.618 94.97
0.500 94.78
0.382 94.58
LOW 93.95
0.618 92.93
1.000 92.30
1.618 91.28
2.618 89.63
4.250 86.94
Fisher Pivots for day following 30-Aug-2012
Pivot 1 day 3 day
R1 94.78 95.25
PP 94.72 95.04
S1 94.67 94.83

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

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