NYMEX Light Sweet Crude Oil Future June 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 94.56 92.47 -2.09 -2.2% 93.66
High 95.50 93.42 -2.08 -2.2% 95.50
Low 92.52 91.00 -1.52 -1.6% 92.52
Close 92.65 91.03 -1.62 -1.7% 92.65
Range 2.98 2.42 -0.56 -18.8% 2.98
ATR 2.00 2.03 0.03 1.5% 0.00
Volume 27,805 21,095 -6,710 -24.1% 119,548
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.08 97.47 92.36
R3 96.66 95.05 91.70
R2 94.24 94.24 91.47
R1 92.63 92.63 91.25 92.23
PP 91.82 91.82 91.82 91.61
S1 90.21 90.21 90.81 89.81
S2 89.40 89.40 90.59
S3 86.98 87.79 90.36
S4 84.56 85.37 89.70
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.50 100.55 94.29
R3 99.52 97.57 93.47
R2 96.54 96.54 93.20
R1 94.59 94.59 92.92 94.08
PP 93.56 93.56 93.56 93.30
S1 91.61 91.61 92.38 91.10
S2 90.58 90.58 92.10
S3 87.60 88.63 91.83
S4 84.62 85.65 91.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.50 91.00 4.50 4.9% 1.77 1.9% 1% False True 23,777
10 95.69 91.00 4.69 5.2% 1.90 2.1% 1% False True 24,922
20 95.69 90.00 5.69 6.3% 2.02 2.2% 18% False False 23,453
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 0.52
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.71
2.618 99.76
1.618 97.34
1.000 95.84
0.618 94.92
HIGH 93.42
0.618 92.50
0.500 92.21
0.382 91.92
LOW 91.00
0.618 89.50
1.000 88.58
1.618 87.08
2.618 84.66
4.250 80.72
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 92.21 93.25
PP 91.82 92.51
S1 91.42 91.77

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

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