NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 88.01 91.51 3.50 4.0% 92.15
High 91.84 91.71 -0.13 -0.1% 93.33
Low 87.91 89.01 1.10 1.3% 87.70
Close 91.71 89.88 -1.83 -2.0% 89.88
Range 3.93 2.70 -1.23 -31.3% 5.63
ATR 2.45 2.46 0.02 0.7% 0.00
Volume 291,389 279,131 -12,258 -4.2% 1,303,759
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.30 96.79 91.37
R3 95.60 94.09 90.62
R2 92.90 92.90 90.38
R1 91.39 91.39 90.13 90.80
PP 90.20 90.20 90.20 89.90
S1 88.69 88.69 89.63 88.10
S2 87.50 87.50 89.39
S3 84.80 85.99 89.14
S4 82.10 83.29 88.40
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.19 104.17 92.98
R3 101.56 98.54 91.43
R2 95.93 95.93 90.91
R1 92.91 92.91 90.40 91.61
PP 90.30 90.30 90.30 89.65
S1 87.28 87.28 89.36 85.98
S2 84.67 84.67 88.85
S3 79.04 81.65 88.33
S4 73.41 76.02 86.78
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 6.3% 2.83 3.1% 39% False False 260,751
10 93.33 87.70 5.63 6.3% 2.51 2.8% 39% False False 245,063
20 100.73 87.70 13.03 14.5% 2.45 2.7% 17% False False 204,342
40 100.73 87.70 13.03 14.5% 2.20 2.4% 17% False False 126,463
60 100.73 86.87 13.86 15.4% 2.19 2.4% 22% False False 95,592
80 100.73 78.83 21.90 24.4% 2.31 2.6% 50% False False 77,128
100 100.73 78.83 21.90 24.4% 2.30 2.6% 50% False False 63,982
120 107.15 78.83 28.32 31.5% 2.17 2.4% 39% False False 54,877
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.19
2.618 98.78
1.618 96.08
1.000 94.41
0.618 93.38
HIGH 91.71
0.618 90.68
0.500 90.36
0.382 90.04
LOW 89.01
0.618 87.34
1.000 86.31
1.618 84.64
2.618 81.94
4.250 77.54
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 90.36 89.84
PP 90.20 89.81
S1 90.04 89.77

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

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