NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 01-Oct-2012
Day Change Summary
Previous Current
28-Sep-2012 01-Oct-2012 Change Change % Previous Week
Open 92.70 92.56 -0.14 -0.2% 93.31
High 93.06 93.68 0.62 0.7% 93.51
Low 91.78 91.65 -0.13 -0.1% 89.30
Close 92.56 92.85 0.29 0.3% 92.56
Range 1.28 2.03 0.75 58.6% 4.21
ATR 2.24 2.23 -0.02 -0.7% 0.00
Volume 84,603 67,215 -17,388 -20.6% 357,446
Daily Pivots for day following 01-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.82 97.86 93.97
R3 96.79 95.83 93.41
R2 94.76 94.76 93.22
R1 93.80 93.80 93.04 94.28
PP 92.73 92.73 92.73 92.97
S1 91.77 91.77 92.66 92.25
S2 90.70 90.70 92.48
S3 88.67 89.74 92.29
S4 86.64 87.71 91.73
Weekly Pivots for week ending 28-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.42 102.70 94.88
R3 100.21 98.49 93.72
R2 96.00 96.00 93.33
R1 94.28 94.28 92.95 93.04
PP 91.79 91.79 91.79 91.17
S1 90.07 90.07 92.17 88.83
S2 87.58 87.58 91.79
S3 83.37 85.86 91.40
S4 79.16 81.65 90.24
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.68 89.30 4.38 4.7% 2.15 2.3% 81% True False 72,880
10 97.84 89.30 8.54 9.2% 2.31 2.5% 42% False False 74,620
20 101.01 89.30 11.71 12.6% 2.31 2.5% 30% False False 75,736
40 101.01 89.30 11.71 12.6% 2.05 2.2% 30% False False 66,454
60 101.01 85.43 15.58 16.8% 2.11 2.3% 48% False False 58,812
80 101.01 79.12 21.89 23.6% 2.31 2.5% 63% False False 56,141
100 101.01 79.12 21.89 23.6% 2.29 2.5% 63% False False 53,922
120 107.29 79.12 28.17 30.3% 2.20 2.4% 49% False False 53,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.58
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.31
2.618 98.99
1.618 96.96
1.000 95.71
0.618 94.93
HIGH 93.68
0.618 92.90
0.500 92.67
0.382 92.43
LOW 91.65
0.618 90.40
1.000 89.62
1.618 88.37
2.618 86.34
4.250 83.02
Fisher Pivots for day following 01-Oct-2012
Pivot 1 day 3 day
R1 92.79 92.56
PP 92.73 92.27
S1 92.67 91.98

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

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