NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 91.51 89.85 -1.66 -1.8% 92.15
High 91.71 89.89 -1.82 -2.0% 93.33
Low 89.01 88.21 -0.80 -0.9% 87.70
Close 89.88 89.33 -0.55 -0.6% 89.88
Range 2.70 1.68 -1.02 -37.8% 5.63
ATR 2.46 2.41 -0.06 -2.3% 0.00
Volume 279,131 202,688 -76,443 -27.4% 1,303,759
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.18 93.44 90.25
R3 92.50 91.76 89.79
R2 90.82 90.82 89.64
R1 90.08 90.08 89.48 89.61
PP 89.14 89.14 89.14 88.91
S1 88.40 88.40 89.18 87.93
S2 87.46 87.46 89.02
S3 85.78 86.72 88.87
S4 84.10 85.04 88.41
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 92.94 87.70 5.24 5.9% 2.75 3.1% 31% False False 258,088
10 93.33 87.70 5.63 6.3% 2.47 2.8% 29% False False 246,501
20 100.73 87.70 13.03 14.6% 2.47 2.8% 13% False False 211,028
40 100.73 87.70 13.03 14.6% 2.19 2.5% 13% False False 130,563
60 100.73 87.50 13.23 14.8% 2.18 2.4% 14% False False 98,673
80 100.73 78.83 21.90 24.5% 2.31 2.6% 48% False False 79,377
100 100.73 78.83 21.90 24.5% 2.30 2.6% 48% False False 65,911
120 107.15 78.83 28.32 31.7% 2.18 2.4% 37% False False 56,496
Crabel Price Patterns
NR True
NR4 True
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 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.03
2.618 94.29
1.618 92.61
1.000 91.57
0.618 90.93
HIGH 89.89
0.618 89.25
0.500 89.05
0.382 88.85
LOW 88.21
0.618 87.17
1.000 86.53
1.618 85.49
2.618 83.81
4.250 81.07
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 89.24 89.88
PP 89.14 89.69
S1 89.05 89.51

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

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