NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 93.02 90.70 -2.32 -2.5% 92.53
High 93.98 91.75 -2.23 -2.4% 93.98
Low 90.73 89.10 -1.63 -1.8% 90.73
Close 90.97 89.18 -1.79 -2.0% 90.97
Range 3.25 2.65 -0.60 -18.5% 3.25
ATR 2.18 2.22 0.03 1.5% 0.00
Volume 38,525 49,971 11,446 29.7% 209,935
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.96 96.22 90.64
R3 95.31 93.57 89.91
R2 92.66 92.66 89.67
R1 90.92 90.92 89.42 90.47
PP 90.01 90.01 90.01 89.78
S1 88.27 88.27 88.94 87.82
S2 87.36 87.36 88.69
S3 84.71 85.62 88.45
S4 82.06 82.97 87.72
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.64 99.56 92.76
R3 98.39 96.31 91.86
R2 95.14 95.14 91.57
R1 93.06 93.06 91.27 92.48
PP 91.89 91.89 91.89 91.60
S1 89.81 89.81 90.67 89.23
S2 88.64 88.64 90.37
S3 85.39 86.56 90.08
S4 82.14 83.31 89.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.98 89.10 4.88 5.5% 1.98 2.2% 2% False True 46,269
10 94.46 89.10 5.36 6.0% 2.14 2.4% 1% False True 45,781
20 94.46 88.54 5.92 6.6% 2.25 2.5% 11% False False 36,890
40 101.19 88.54 12.65 14.2% 2.20 2.5% 5% False False 29,767
60 101.19 88.54 12.65 14.2% 2.06 2.3% 5% False False 25,217
80 101.19 80.68 20.51 23.0% 2.11 2.4% 41% False False 21,556
100 101.19 79.69 21.50 24.1% 2.15 2.4% 44% False False 19,029
120 106.17 79.69 26.48 29.7% 2.09 2.3% 36% False False 16,738
Crabel Price Patterns
NR True
NR4 False
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.01
2.618 98.69
1.618 96.04
1.000 94.40
0.618 93.39
HIGH 91.75
0.618 90.74
0.500 90.43
0.382 90.11
LOW 89.10
0.618 87.46
1.000 86.45
1.618 84.81
2.618 82.16
4.250 77.84
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 90.43 91.54
PP 90.01 90.75
S1 89.60 89.97

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

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