NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 86.90 88.46 1.56 1.8% 85.46
High 88.69 89.62 0.93 1.0% 88.69
Low 86.87 87.70 0.83 1.0% 84.91
Close 88.27 89.58 1.31 1.5% 88.27
Range 1.82 1.92 0.10 5.5% 3.78
ATR 2.63 2.58 -0.05 -1.9% 0.00
Volume 17,802 20,440 2,638 14.8% 110,060
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.73 94.07 90.64
R3 92.81 92.15 90.11
R2 90.89 90.89 89.93
R1 90.23 90.23 89.76 90.56
PP 88.97 88.97 88.97 89.13
S1 88.31 88.31 89.40 88.64
S2 87.05 87.05 89.23
S3 85.13 86.39 89.05
S4 83.21 84.47 88.52
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.63 97.23 90.35
R3 94.85 93.45 89.31
R2 91.07 91.07 88.96
R1 89.67 89.67 88.62 90.37
PP 87.29 87.29 87.29 87.64
S1 85.89 85.89 87.92 86.59
S2 83.51 83.51 87.58
S3 79.73 82.11 87.23
S4 75.95 78.33 86.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.62 84.91 4.71 5.3% 2.04 2.3% 99% True False 21,354
10 90.03 83.34 6.69 7.5% 2.47 2.8% 93% False False 23,661
20 90.03 78.83 11.20 12.5% 2.73 3.0% 96% False False 21,676
40 94.19 78.83 15.36 17.1% 2.48 2.8% 70% False False 17,043
60 107.15 78.83 28.32 31.6% 2.18 2.4% 38% False False 14,456
80 109.21 78.83 30.38 33.9% 2.04 2.3% 35% False False 12,681
100 110.08 78.83 31.25 34.9% 1.89 2.1% 34% False False 11,724
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.78
2.618 94.65
1.618 92.73
1.000 91.54
0.618 90.81
HIGH 89.62
0.618 88.89
0.500 88.66
0.382 88.43
LOW 87.70
0.618 86.51
1.000 85.78
1.618 84.59
2.618 82.67
4.250 79.54
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 89.27 88.90
PP 88.97 88.21
S1 88.66 87.53

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

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