NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 31-Aug-2012
Day Change Summary
Previous Current
30-Aug-2012 31-Aug-2012 Change Change % Previous Week
Open 95.30 94.75 -0.55 -0.6% 96.67
High 95.60 96.92 1.32 1.4% 97.72
Low 93.95 94.51 0.56 0.6% 93.95
Close 94.62 96.47 1.85 2.0% 96.47
Range 1.65 2.41 0.76 46.1% 3.77
ATR 2.02 2.05 0.03 1.4% 0.00
Volume 118,564 249,063 130,499 110.1% 951,471
Daily Pivots for day following 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.20 102.24 97.80
R3 100.79 99.83 97.13
R2 98.38 98.38 96.91
R1 97.42 97.42 96.69 97.90
PP 95.97 95.97 95.97 96.21
S1 95.01 95.01 96.25 95.49
S2 93.56 93.56 96.03
S3 91.15 92.60 95.81
S4 88.74 90.19 95.14
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.36 105.68 98.54
R3 103.59 101.91 97.51
R2 99.82 99.82 97.16
R1 98.14 98.14 96.82 97.10
PP 96.05 96.05 96.05 95.52
S1 94.37 94.37 96.12 93.33
S2 92.28 92.28 95.78
S3 88.51 90.60 95.43
S4 84.74 86.83 94.40
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 3.9% 2.08 2.2% 67% False False 190,294
10 98.29 93.95 4.34 4.5% 1.93 2.0% 58% False False 196,179
20 98.29 90.89 7.40 7.7% 1.87 1.9% 75% False False 144,561
40 98.29 84.46 13.83 14.3% 2.08 2.2% 87% False False 94,463
60 98.29 78.16 20.13 20.9% 2.37 2.5% 91% False False 73,374
80 98.64 78.16 20.48 21.2% 2.31 2.4% 89% False False 58,898
100 107.12 78.16 28.96 30.0% 2.18 2.3% 63% False False 49,538
120 109.80 78.16 31.64 32.8% 2.11 2.2% 58% False False 42,808
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 107.16
2.618 103.23
1.618 100.82
1.000 99.33
0.618 98.41
HIGH 96.92
0.618 96.00
0.500 95.72
0.382 95.43
LOW 94.51
0.618 93.02
1.000 92.10
1.618 90.61
2.618 88.20
4.250 84.27
Fisher Pivots for day following 31-Aug-2012
Pivot 1 day 3 day
R1 96.22 96.13
PP 95.97 95.78
S1 95.72 95.44

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

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