NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 23-Aug-2012
Day Change Summary
Previous Current
22-Aug-2012 23-Aug-2012 Change Change % Previous Week
Open 98.25 99.15 0.90 0.9% 95.15
High 98.78 99.28 0.50 0.5% 97.73
Low 98.25 97.69 -0.56 -0.6% 95.05
Close 98.72 97.89 -0.83 -0.8% 97.73
Range 0.53 1.59 1.06 200.0% 2.68
ATR 1.21 1.24 0.03 2.2% 0.00
Volume 6,366 6,283 -83 -1.3% 24,684
Daily Pivots for day following 23-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.06 102.06 98.76
R3 101.47 100.47 98.33
R2 99.88 99.88 98.18
R1 98.88 98.88 98.04 98.59
PP 98.29 98.29 98.29 98.14
S1 97.29 97.29 97.74 97.00
S2 96.70 96.70 97.60
S3 95.11 95.70 97.45
S4 93.52 94.11 97.02
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.88 103.98 99.20
R3 102.20 101.30 98.47
R2 99.52 99.52 98.22
R1 98.62 98.62 97.98 99.07
PP 96.84 96.84 96.84 97.06
S1 95.94 95.94 97.48 96.39
S2 94.16 94.16 97.24
S3 91.48 93.26 96.99
S4 88.80 90.58 96.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.28 97.34 1.94 2.0% 0.82 0.8% 28% True False 4,841
10 99.28 94.05 5.23 5.3% 0.81 0.8% 73% True False 4,754
20 99.28 89.51 9.77 10.0% 1.11 1.1% 86% True False 4,663
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 106.04
2.618 103.44
1.618 101.85
1.000 100.87
0.618 100.26
HIGH 99.28
0.618 98.67
0.500 98.49
0.382 98.30
LOW 97.69
0.618 96.71
1.000 96.10
1.618 95.12
2.618 93.53
4.250 90.93
Fisher Pivots for day following 23-Aug-2012
Pivot 1 day 3 day
R1 98.49 98.49
PP 98.29 98.29
S1 98.09 98.09

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

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