NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 92.11 90.82 -1.29 -1.4% 99.50
High 93.20 91.34 -1.86 -2.0% 99.81
Low 90.57 88.95 -1.62 -1.8% 90.96
Close 91.37 89.98 -1.39 -1.5% 92.89
Range 2.63 2.39 -0.24 -9.1% 8.85
ATR 2.32 2.33 0.01 0.3% 0.00
Volume 239,024 272,057 33,033 13.8% 1,151,450
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 97.26 96.01 91.29
R3 94.87 93.62 90.64
R2 92.48 92.48 90.42
R1 91.23 91.23 90.20 90.66
PP 90.09 90.09 90.09 89.81
S1 88.84 88.84 89.76 88.27
S2 87.70 87.70 89.54
S3 85.31 86.45 89.32
S4 82.92 84.06 88.67
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 93.84 88.95 4.89 5.4% 2.10 2.3% 21% False True 224,997
10 100.73 88.95 11.78 13.1% 2.69 3.0% 9% False True 211,008
20 100.73 88.95 11.78 13.1% 2.32 2.6% 9% False True 136,914
40 100.73 87.58 13.15 14.6% 2.15 2.4% 18% False False 90,960
60 100.73 84.87 15.86 17.6% 2.19 2.4% 32% False False 69,307
80 100.73 78.83 21.90 24.3% 2.32 2.6% 51% False False 56,761
100 100.73 78.83 21.90 24.3% 2.24 2.5% 51% False False 47,246
120 107.15 78.83 28.32 31.5% 2.11 2.3% 39% False False 40,796
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.50
2.618 97.60
1.618 95.21
1.000 93.73
0.618 92.82
HIGH 91.34
0.618 90.43
0.500 90.15
0.382 89.86
LOW 88.95
0.618 87.47
1.000 86.56
1.618 85.08
2.618 82.69
4.250 78.79
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 90.15 91.08
PP 90.09 90.71
S1 90.04 90.35

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

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