NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 27-Sep-2012
Day Change Summary
Previous Current
26-Sep-2012 27-Sep-2012 Change Change % Previous Week
Open 90.82 90.08 -0.74 -0.8% 99.50
High 91.34 92.39 1.05 1.1% 99.81
Low 88.95 89.88 0.93 1.0% 90.96
Close 89.98 91.85 1.87 2.1% 92.89
Range 2.39 2.51 0.12 5.0% 8.85
ATR 2.33 2.34 0.01 0.5% 0.00
Volume 272,057 237,289 -34,768 -12.8% 1,151,450
Daily Pivots for day following 27-Sep-2012
Classic Woodie Camarilla DeMark
R4 98.90 97.89 93.23
R3 96.39 95.38 92.54
R2 93.88 93.88 92.31
R1 92.87 92.87 92.08 93.38
PP 91.37 91.37 91.37 91.63
S1 90.36 90.36 91.62 90.87
S2 88.86 88.86 91.39
S3 86.35 87.85 91.16
S4 83.84 85.34 90.47
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 5.3% 2.18 2.4% 59% False False 223,544
10 100.73 88.95 11.78 12.8% 2.74 3.0% 25% False False 222,917
20 100.73 88.95 11.78 12.8% 2.37 2.6% 25% False False 146,915
40 100.73 87.58 13.15 14.3% 2.16 2.4% 32% False False 95,868
60 100.73 84.91 15.82 17.2% 2.16 2.3% 44% False False 72,817
80 100.73 78.83 21.90 23.8% 2.33 2.5% 59% False False 59,587
100 100.73 78.83 21.90 23.8% 2.25 2.4% 59% False False 49,438
120 107.15 78.83 28.32 30.8% 2.11 2.3% 46% False False 42,726
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.06
2.618 98.96
1.618 96.45
1.000 94.90
0.618 93.94
HIGH 92.39
0.618 91.43
0.500 91.14
0.382 90.84
LOW 89.88
0.618 88.33
1.000 87.37
1.618 85.82
2.618 83.31
4.250 79.21
Fisher Pivots for day following 27-Sep-2012
Pivot 1 day 3 day
R1 91.61 91.59
PP 91.37 91.33
S1 91.14 91.08

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

View Archives - Comment on this page... - Back to Index of Symbols