NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 16-Oct-2012
Day Change Summary
Previous Current
15-Oct-2012 16-Oct-2012 Change Change % Previous Week
Open 91.63 91.76 0.13 0.1% 89.85
High 92.20 92.32 0.12 0.1% 93.66
Low 89.79 91.30 1.51 1.7% 88.21
Close 91.85 92.09 0.24 0.3% 91.86
Range 2.41 1.02 -1.39 -57.7% 5.45
ATR 2.39 2.29 -0.10 -4.1% 0.00
Volume 269,016 232,217 -36,799 -13.7% 1,382,779
Daily Pivots for day following 16-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.96 94.55 92.65
R3 93.94 93.53 92.37
R2 92.92 92.92 92.28
R1 92.51 92.51 92.18 92.72
PP 91.90 91.90 91.90 92.01
S1 91.49 91.49 92.00 91.70
S2 90.88 90.88 91.90
S3 89.86 90.47 91.81
S4 88.84 89.45 91.53
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 89.79 3.87 4.2% 1.88 2.0% 59% False False 260,656
10 93.66 87.70 5.96 6.5% 2.55 2.8% 74% False False 279,403
20 96.50 87.70 8.80 9.6% 2.41 2.6% 50% False False 256,934
40 100.73 87.70 13.03 14.1% 2.27 2.5% 34% False False 165,895
60 100.73 87.50 13.23 14.4% 2.18 2.4% 35% False False 124,118
80 100.73 78.83 21.90 23.8% 2.28 2.5% 61% False False 98,954
100 100.73 78.83 21.90 23.8% 2.33 2.5% 61% False False 82,235
120 107.15 78.83 28.32 30.8% 2.23 2.4% 47% False False 70,092
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 99 trading days
Fibonacci Retracements and Extensions
4.250 96.66
2.618 94.99
1.618 93.97
1.000 93.34
0.618 92.95
HIGH 92.32
0.618 91.93
0.500 91.81
0.382 91.69
LOW 91.30
0.618 90.67
1.000 90.28
1.618 89.65
2.618 88.63
4.250 86.97
Fisher Pivots for day following 16-Oct-2012
Pivot 1 day 3 day
R1 92.00 91.80
PP 91.90 91.51
S1 91.81 91.22

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

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