NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 92.41 91.63 -0.78 -0.8% 89.85
High 92.64 92.20 -0.44 -0.5% 93.66
Low 91.16 89.79 -1.37 -1.5% 88.21
Close 91.86 91.85 -0.01 0.0% 91.86
Range 1.48 2.41 0.93 62.8% 5.45
ATR 2.39 2.39 0.00 0.1% 0.00
Volume 198,462 269,016 70,554 35.6% 1,382,779
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.51 97.59 93.18
R3 96.10 95.18 92.51
R2 93.69 93.69 92.29
R1 92.77 92.77 92.07 93.23
PP 91.28 91.28 91.28 91.51
S1 90.36 90.36 91.63 90.82
S2 88.87 88.87 91.41
S3 86.46 87.95 91.19
S4 84.05 85.54 90.52
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 89.29 4.37 4.8% 2.40 2.6% 59% False False 289,821
10 93.66 87.70 5.96 6.5% 2.58 2.8% 70% False False 273,954
20 97.55 87.70 9.85 10.7% 2.46 2.7% 42% False False 254,119
40 100.73 87.70 13.03 14.2% 2.28 2.5% 32% False False 161,038
60 100.73 87.50 13.23 14.4% 2.22 2.4% 33% False False 120,657
80 100.73 78.83 21.90 23.8% 2.30 2.5% 59% False False 96,414
100 100.73 78.83 21.90 23.8% 2.33 2.5% 59% False False 80,014
120 107.15 78.83 28.32 30.8% 2.23 2.4% 46% False False 68,248
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.44
2.618 98.51
1.618 96.10
1.000 94.61
0.618 93.69
HIGH 92.20
0.618 91.28
0.500 91.00
0.382 90.71
LOW 89.79
0.618 88.30
1.000 87.38
1.618 85.89
2.618 83.48
4.250 79.55
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 91.57 91.69
PP 91.28 91.53
S1 91.00 91.37

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

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