NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 96.93 98.04 1.11 1.1% 96.24
High 98.58 100.42 1.84 1.9% 100.42
Low 96.51 97.99 1.48 1.5% 95.34
Close 98.31 99.00 0.69 0.7% 99.00
Range 2.07 2.43 0.36 17.4% 5.08
ATR 2.03 2.05 0.03 1.4% 0.00
Volume 291,055 271,794 -19,261 -6.6% 1,230,379
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.43 105.14 100.34
R3 104.00 102.71 99.67
R2 101.57 101.57 99.45
R1 100.28 100.28 99.22 100.93
PP 99.14 99.14 99.14 99.46
S1 97.85 97.85 98.78 98.50
S2 96.71 96.71 98.55
S3 94.28 95.42 98.33
S4 91.85 92.99 97.66
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 113.49 111.33 101.79
R3 108.41 106.25 100.40
R2 103.33 103.33 99.93
R1 101.17 101.17 99.47 102.25
PP 98.25 98.25 98.25 98.80
S1 96.09 96.09 98.53 97.17
S2 93.17 93.17 98.07
S3 88.09 91.01 97.60
S4 83.01 85.93 96.21
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.42 95.34 5.08 5.1% 1.75 1.8% 72% True False 246,075
10 100.42 94.08 6.34 6.4% 2.11 2.1% 78% True False 258,874
20 100.42 93.95 6.47 6.5% 1.97 2.0% 78% True False 221,115
40 100.42 87.14 13.28 13.4% 2.07 2.1% 89% True False 145,855
60 100.42 78.16 22.26 22.5% 2.28 2.3% 94% True False 108,721
80 100.42 78.16 22.26 22.5% 2.34 2.4% 94% True False 86,428
100 107.12 78.16 28.96 29.3% 2.25 2.3% 72% False False 71,955
120 109.15 78.16 30.99 31.3% 2.15 2.2% 67% False False 61,560
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 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 110.75
2.618 106.78
1.618 104.35
1.000 102.85
0.618 101.92
HIGH 100.42
0.618 99.49
0.500 99.21
0.382 98.92
LOW 97.99
0.618 96.49
1.000 95.56
1.618 94.06
2.618 91.63
4.250 87.66
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 99.21 98.79
PP 99.14 98.58
S1 99.07 98.37

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

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