NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 98.29 99.50 1.21 1.2% 96.66
High 100.73 99.81 -0.92 -0.9% 100.73
Low 98.29 94.98 -3.31 -3.4% 95.69
Close 99.33 96.95 -2.38 -2.4% 99.33
Range 2.44 4.83 2.39 98.0% 5.04
ATR 2.01 2.21 0.20 10.0% 0.00
Volume 141,037 171,494 30,457 21.6% 484,761
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 111.74 109.17 99.61
R3 106.91 104.34 98.28
R2 102.08 102.08 97.84
R1 99.51 99.51 97.39 98.38
PP 97.25 97.25 97.25 96.68
S1 94.68 94.68 96.51 93.55
S2 92.42 92.42 96.06
S3 87.59 89.85 95.62
S4 82.76 85.02 94.29
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 113.70 111.56 102.10
R3 108.66 106.52 100.72
R2 103.62 103.62 100.25
R1 101.48 101.48 99.79 102.55
PP 98.58 98.58 98.58 99.12
S1 96.44 96.44 98.87 97.51
S2 93.54 93.54 98.41
S3 88.50 91.40 97.94
S4 83.46 86.36 96.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.73 94.98 5.75 5.9% 2.45 2.5% 34% False True 117,456
10 100.73 94.41 6.32 6.5% 2.33 2.4% 40% False False 94,608
20 100.73 94.28 6.45 6.7% 2.11 2.2% 41% False False 67,957
40 100.73 87.50 13.23 13.6% 2.10 2.2% 71% False False 53,925
60 100.73 78.83 21.90 22.6% 2.24 2.3% 83% False False 43,845
80 100.73 78.83 21.90 22.6% 2.30 2.4% 83% False False 36,488
100 107.15 78.83 28.32 29.2% 2.18 2.3% 64% False False 31,073
120 108.69 78.83 29.86 30.8% 2.08 2.1% 61% False False 27,142
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 0.53
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 120.34
2.618 112.45
1.618 107.62
1.000 104.64
0.618 102.79
HIGH 99.81
0.618 97.96
0.500 97.40
0.382 96.83
LOW 94.98
0.618 92.00
1.000 90.15
1.618 87.17
2.618 82.34
4.250 74.45
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 97.40 97.86
PP 97.25 97.55
S1 97.10 97.25

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

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