NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 92.68 89.79 -2.89 -3.1% 89.30
High 92.68 90.01 -2.67 -2.9% 94.33
Low 89.26 88.67 -0.59 -0.7% 88.73
Close 89.44 89.79 0.35 0.4% 93.03
Range 3.42 1.34 -2.08 -60.8% 5.60
ATR 2.40 2.32 -0.08 -3.2% 0.00
Volume 11,848 9,052 -2,796 -23.6% 63,971
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.51 92.99 90.53
R3 92.17 91.65 90.16
R2 90.83 90.83 90.04
R1 90.31 90.31 89.91 90.46
PP 89.49 89.49 89.49 89.57
S1 88.97 88.97 89.67 89.12
S2 88.15 88.15 89.54
S3 86.81 87.63 89.42
S4 85.47 86.29 89.05
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 108.83 106.53 96.11
R3 103.23 100.93 94.57
R2 97.63 97.63 94.06
R1 95.33 95.33 93.54 96.48
PP 92.03 92.03 92.03 92.61
S1 89.73 89.73 92.52 90.88
S2 86.43 86.43 92.00
S3 80.83 84.13 91.49
S4 75.23 78.53 89.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.33 88.67 5.66 6.3% 1.95 2.2% 20% False True 13,240
10 94.33 86.38 7.95 8.9% 1.91 2.1% 43% False False 11,477
20 94.33 79.69 14.64 16.3% 2.29 2.6% 69% False False 10,719
40 94.33 79.69 14.64 16.3% 2.30 2.6% 69% False False 9,402
60 107.14 79.69 27.45 30.6% 2.08 2.3% 37% False False 8,042
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 0.22
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.71
2.618 93.52
1.618 92.18
1.000 91.35
0.618 90.84
HIGH 90.01
0.618 89.50
0.500 89.34
0.382 89.18
LOW 88.67
0.618 87.84
1.000 87.33
1.618 86.50
2.618 85.16
4.250 82.98
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 89.64 91.20
PP 89.49 90.73
S1 89.34 90.26

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

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