NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 93.18 92.11 -1.07 -1.1% 99.50
High 93.18 93.20 0.02 0.0% 99.81
Low 91.06 90.57 -0.49 -0.5% 90.96
Close 91.93 91.37 -0.56 -0.6% 92.89
Range 2.12 2.63 0.51 24.1% 8.85
ATR 2.30 2.32 0.02 1.0% 0.00
Volume 188,315 239,024 50,709 26.9% 1,151,450
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 99.60 98.12 92.82
R3 96.97 95.49 92.09
R2 94.34 94.34 91.85
R1 92.86 92.86 91.61 92.29
PP 91.71 91.71 91.71 91.43
S1 90.23 90.23 91.13 89.66
S2 89.08 89.08 90.89
S3 86.45 87.60 90.65
S4 83.82 84.97 89.92
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 121.10 115.85 97.76
R3 112.25 107.00 95.32
R2 103.40 103.40 94.51
R1 98.15 98.15 93.70 96.35
PP 94.55 94.55 94.55 93.66
S1 89.30 89.30 92.08 87.50
S2 85.70 85.70 91.27
S3 76.85 80.45 90.46
S4 68.00 71.60 88.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 90.57 5.93 6.5% 2.62 2.9% 13% False True 246,274
10 100.73 90.57 10.16 11.1% 2.62 2.9% 8% False True 190,913
20 100.73 90.57 10.16 11.1% 2.27 2.5% 8% False True 126,356
40 100.73 87.58 13.15 14.4% 2.16 2.4% 29% False False 85,307
60 100.73 83.34 17.39 19.0% 2.20 2.4% 46% False False 65,176
80 100.73 78.83 21.90 24.0% 2.32 2.5% 57% False False 53,500
100 102.76 78.83 23.93 26.2% 2.26 2.5% 52% False False 44,624
120 107.15 78.83 28.32 31.0% 2.10 2.3% 44% False False 38,593
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.50
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 104.38
2.618 100.09
1.618 97.46
1.000 95.83
0.618 94.83
HIGH 93.20
0.618 92.20
0.500 91.89
0.382 91.57
LOW 90.57
0.618 88.94
1.000 87.94
1.618 86.31
2.618 83.68
4.250 79.39
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 91.89 92.21
PP 91.71 91.93
S1 91.54 91.65

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

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