NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 96.71 95.49 -1.22 -1.3% 96.24
High 97.23 96.17 -1.06 -1.1% 100.42
Low 95.11 91.25 -3.86 -4.1% 95.34
Close 95.29 91.98 -3.31 -3.5% 99.00
Range 2.12 4.92 2.80 132.1% 5.08
ATR 2.25 2.44 0.19 8.5% 0.00
Volume 196,211 133,035 -63,176 -32.2% 1,230,379
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.89 104.86 94.69
R3 102.97 99.94 93.33
R2 98.05 98.05 92.88
R1 95.02 95.02 92.43 94.08
PP 93.13 93.13 93.13 92.66
S1 90.10 90.10 91.53 89.16
S2 88.21 88.21 91.08
S3 83.29 85.18 90.63
S4 78.37 80.26 89.27
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 91.25 9.17 10.0% 3.28 3.6% 8% False True 240,073
10 100.42 91.25 9.17 10.0% 2.65 2.9% 8% False True 248,800
20 100.42 91.25 9.17 10.0% 2.33 2.5% 8% False True 227,126
40 100.42 87.14 13.28 14.4% 2.20 2.4% 36% False False 158,511
60 100.42 78.16 22.26 24.2% 2.33 2.5% 62% False False 117,490
80 100.42 78.16 22.26 24.2% 2.43 2.6% 62% False False 93,914
100 107.12 78.16 28.96 31.5% 2.33 2.5% 48% False False 78,059
120 107.38 78.16 29.22 31.8% 2.20 2.4% 47% False False 66,772
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 56 trading days
Fibonacci Retracements and Extensions
4.250 117.08
2.618 109.05
1.618 104.13
1.000 101.09
0.618 99.21
HIGH 96.17
0.618 94.29
0.500 93.71
0.382 93.13
LOW 91.25
0.618 88.21
1.000 86.33
1.618 83.29
2.618 78.37
4.250 70.34
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 93.71 95.39
PP 93.13 94.25
S1 92.56 93.12

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

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