NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 04-Sep-2012
Day Change Summary
Previous Current
31-Aug-2012 04-Sep-2012 Change Change % Previous Week
Open 96.95 98.11 1.16 1.2% 98.58
High 98.55 99.00 0.45 0.5% 98.58
Low 96.95 97.20 0.25 0.3% 96.00
Close 98.22 97.30 -0.92 -0.9% 98.22
Range 1.60 1.80 0.20 12.5% 2.58
ATR 1.32 1.35 0.03 2.6% 0.00
Volume 4,928 7,135 2,207 44.8% 26,209
Daily Pivots for day following 04-Sep-2012
Classic Woodie Camarilla DeMark
R4 103.23 102.07 98.29
R3 101.43 100.27 97.80
R2 99.63 99.63 97.63
R1 98.47 98.47 97.47 98.15
PP 97.83 97.83 97.83 97.68
S1 96.67 96.67 97.14 96.35
S2 96.03 96.03 96.97
S3 94.23 94.87 96.81
S4 92.43 93.07 96.31
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.34 104.36 99.64
R3 102.76 101.78 98.93
R2 100.18 100.18 98.69
R1 99.20 99.20 98.46 98.40
PP 97.60 97.60 97.60 97.20
S1 96.62 96.62 97.98 95.82
S2 95.02 95.02 97.75
S3 92.44 94.04 97.51
S4 89.86 91.46 96.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 96.00 3.00 3.1% 1.15 1.2% 43% True False 5,537
10 99.28 96.00 3.28 3.4% 1.25 1.3% 40% False False 5,834
20 99.28 94.05 5.23 5.4% 1.06 1.1% 62% False False 5,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 106.65
2.618 103.71
1.618 101.91
1.000 100.80
0.618 100.11
HIGH 99.00
0.618 98.31
0.500 98.10
0.382 97.89
LOW 97.20
0.618 96.09
1.000 95.40
1.618 94.29
2.618 92.49
4.250 89.55
Fisher Pivots for day following 04-Sep-2012
Pivot 1 day 3 day
R1 98.10 97.50
PP 97.83 97.43
S1 97.57 97.37

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

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