NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 88.77 88.05 -0.72 -0.8% 86.21
High 90.03 88.05 -1.98 -2.2% 90.03
Low 87.65 85.24 -2.41 -2.7% 83.34
Close 88.37 85.66 -2.71 -3.1% 85.66
Range 2.38 2.81 0.43 18.1% 6.69
ATR 2.83 2.85 0.02 0.8% 0.00
Volume 20,309 34,909 14,600 71.9% 106,112
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.75 93.01 87.21
R3 91.94 90.20 86.43
R2 89.13 89.13 86.18
R1 87.39 87.39 85.92 86.86
PP 86.32 86.32 86.32 86.05
S1 84.58 84.58 85.40 84.05
S2 83.51 83.51 85.14
S3 80.70 81.77 84.89
S4 77.89 78.96 84.11
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.41 102.73 89.34
R3 99.72 96.04 87.50
R2 93.03 93.03 86.89
R1 89.35 89.35 86.27 87.85
PP 86.34 86.34 86.34 85.59
S1 82.66 82.66 85.05 81.16
S2 79.65 79.65 84.43
S3 72.96 75.97 83.82
S4 66.27 69.28 81.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.03 79.80 10.23 11.9% 3.81 4.5% 57% False False 26,167
10 90.03 78.83 11.20 13.1% 3.03 3.5% 61% False False 23,355
20 90.03 78.83 11.20 13.1% 2.85 3.3% 61% False False 21,588
40 98.85 78.83 20.02 23.4% 2.42 2.8% 34% False False 15,147
60 107.15 78.83 28.32 33.1% 2.10 2.4% 24% False False 13,267
80 109.80 78.83 30.97 36.2% 1.98 2.3% 22% False False 11,611
100 110.08 78.83 31.25 36.5% 1.80 2.1% 22% False False 10,837
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.99
2.618 95.41
1.618 92.60
1.000 90.86
0.618 89.79
HIGH 88.05
0.618 86.98
0.500 86.65
0.382 86.31
LOW 85.24
0.618 83.50
1.000 82.43
1.618 80.69
2.618 77.88
4.250 73.30
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 86.65 87.45
PP 86.32 86.85
S1 85.99 86.26

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

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