NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 07-Sep-2012
Day Change Summary
Previous Current
06-Sep-2012 07-Sep-2012 Change Change % Previous Week
Open 98.20 97.24 -0.96 -1.0% 98.11
High 99.35 98.45 -0.90 -0.9% 99.35
Low 96.92 96.28 -0.64 -0.7% 96.28
Close 97.49 98.44 0.95 1.0% 98.44
Range 2.43 2.17 -0.26 -10.7% 3.07
ATR 1.42 1.48 0.05 3.8% 0.00
Volume 5,669 13,454 7,785 137.3% 32,806
Daily Pivots for day following 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.23 103.51 99.63
R3 102.06 101.34 99.04
R2 99.89 99.89 98.84
R1 99.17 99.17 98.64 99.53
PP 97.72 97.72 97.72 97.91
S1 97.00 97.00 98.24 97.36
S2 95.55 95.55 98.04
S3 93.38 94.83 97.84
S4 91.21 92.66 97.25
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.23 105.91 100.13
R3 104.16 102.84 99.28
R2 101.09 101.09 99.00
R1 99.77 99.77 98.72 100.43
PP 98.02 98.02 98.02 98.36
S1 96.70 96.70 98.16 97.36
S2 94.95 94.95 97.88
S3 91.88 93.63 97.60
S4 88.81 90.56 96.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.35 96.28 3.07 3.1% 1.85 1.9% 70% False True 7,546
10 99.35 96.00 3.35 3.4% 1.52 1.5% 73% False False 6,842
20 99.35 94.05 5.30 5.4% 1.16 1.2% 83% False False 5,798
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 107.67
2.618 104.13
1.618 101.96
1.000 100.62
0.618 99.79
HIGH 98.45
0.618 97.62
0.500 97.37
0.382 97.11
LOW 96.28
0.618 94.94
1.000 94.11
1.618 92.77
2.618 90.60
4.250 87.06
Fisher Pivots for day following 07-Sep-2012
Pivot 1 day 3 day
R1 98.08 98.23
PP 97.72 98.02
S1 97.37 97.82

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

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