NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 12-Oct-2012
Day Change Summary
Previous Current
11-Oct-2012 12-Oct-2012 Change Change % Previous Week
Open 91.27 92.41 1.14 1.2% 89.85
High 92.94 92.64 -0.30 -0.3% 93.66
Low 91.09 91.16 0.07 0.1% 88.21
Close 92.07 91.86 -0.21 -0.2% 91.86
Range 1.85 1.48 -0.37 -20.0% 5.45
ATR 2.46 2.39 -0.07 -2.8% 0.00
Volume 300,087 198,462 -101,625 -33.9% 1,382,779
Daily Pivots for day following 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 96.33 95.57 92.67
R3 94.85 94.09 92.27
R2 93.37 93.37 92.13
R1 92.61 92.61 92.00 92.25
PP 91.89 91.89 91.89 91.71
S1 91.13 91.13 91.72 90.77
S2 90.41 90.41 91.59
S3 88.93 89.65 91.45
S4 87.45 88.17 91.05
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.59 105.18 94.86
R3 102.14 99.73 93.36
R2 96.69 96.69 92.86
R1 94.28 94.28 92.36 95.49
PP 91.24 91.24 91.24 91.85
S1 88.83 88.83 91.36 90.04
S2 85.79 85.79 90.86
S3 80.34 83.38 90.36
S4 74.89 77.93 88.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.66 88.21 5.45 5.9% 2.25 2.5% 67% False False 276,555
10 93.66 87.70 5.96 6.5% 2.54 2.8% 70% False False 268,653
20 99.81 87.70 12.11 13.2% 2.58 2.8% 34% False False 249,243
40 100.73 87.70 13.03 14.2% 2.26 2.5% 32% False False 155,106
60 100.73 87.50 13.23 14.4% 2.21 2.4% 33% False False 116,752
80 100.73 78.83 21.90 23.8% 2.31 2.5% 59% False False 93,480
100 100.73 78.83 21.90 23.8% 2.33 2.5% 59% False False 77,410
120 107.15 78.83 28.32 30.8% 2.22 2.4% 46% False False 66,067
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.93
2.618 96.51
1.618 95.03
1.000 94.12
0.618 93.55
HIGH 92.64
0.618 92.07
0.500 91.90
0.382 91.73
LOW 91.16
0.618 90.25
1.000 89.68
1.618 88.77
2.618 87.29
4.250 84.87
Fisher Pivots for day following 12-Oct-2012
Pivot 1 day 3 day
R1 91.90 92.34
PP 91.89 92.18
S1 91.87 92.02

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

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