NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 03-Oct-2012
Day Change Summary
Previous Current
02-Oct-2012 03-Oct-2012 Change Change % Previous Week
Open 92.41 91.64 -0.77 -0.8% 93.18
High 92.94 91.82 -1.12 -1.2% 93.20
Low 91.62 87.70 -3.92 -4.3% 88.95
Close 91.89 88.14 -3.75 -4.1% 92.19
Range 1.32 4.12 2.80 212.1% 4.25
ATR 2.19 2.33 0.14 6.5% 0.00
Volume 177,728 339,506 161,778 91.0% 1,146,880
Daily Pivots for day following 03-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.58 98.98 90.41
R3 97.46 94.86 89.27
R2 93.34 93.34 88.90
R1 90.74 90.74 88.52 89.98
PP 89.22 89.22 89.22 88.84
S1 86.62 86.62 87.76 85.86
S2 85.10 85.10 87.38
S3 80.98 82.50 87.01
S4 76.86 78.38 85.87
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.20 102.44 94.53
R3 99.95 98.19 93.36
R2 95.70 95.70 92.97
R1 93.94 93.94 92.58 92.70
PP 91.45 91.45 91.45 90.82
S1 89.69 89.69 91.80 88.45
S2 87.20 87.20 91.41
S3 82.95 85.44 91.02
S4 78.70 81.19 89.85
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.33 87.70 5.63 6.4% 2.27 2.6% 8% False True 236,144
10 93.84 87.70 6.14 7.0% 2.19 2.5% 7% False True 230,570
20 100.73 87.70 13.03 14.8% 2.41 2.7% 3% False True 183,549
40 100.73 87.70 13.03 14.8% 2.11 2.4% 3% False True 115,017
60 100.73 85.34 15.39 17.5% 2.15 2.4% 18% False False 86,876
80 100.73 78.83 21.90 24.8% 2.28 2.6% 43% False False 70,511
100 100.73 78.83 21.90 24.8% 2.27 2.6% 43% False False 58,444
120 107.15 78.83 28.32 32.1% 2.14 2.4% 33% False False 50,268
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 0.51
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 109.33
2.618 102.61
1.618 98.49
1.000 95.94
0.618 94.37
HIGH 91.82
0.618 90.25
0.500 89.76
0.382 89.27
LOW 87.70
0.618 85.15
1.000 83.58
1.618 81.03
2.618 76.91
4.250 70.19
Fisher Pivots for day following 03-Oct-2012
Pivot 1 day 3 day
R1 89.76 90.52
PP 89.22 89.72
S1 88.68 88.93

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

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