NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 88.50 88.91 0.41 0.5% 92.44
High 88.57 88.91 0.34 0.4% 92.79
Low 88.39 88.74 0.35 0.4% 88.15
Close 88.51 88.74 0.23 0.3% 89.16
Range 0.18 0.17 -0.01 -5.6% 4.64
ATR 1.30 1.23 -0.06 -4.9% 0.00
Volume 5,179 1,676 -3,503 -67.6% 16,558
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 89.31 89.19 88.83
R3 89.14 89.02 88.79
R2 88.97 88.97 88.77
R1 88.85 88.85 88.76 88.83
PP 88.80 88.80 88.80 88.78
S1 88.68 88.68 88.72 88.66
S2 88.63 88.63 88.71
S3 88.46 88.51 88.69
S4 88.29 88.34 88.65
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 103.95 101.20 91.71
R3 99.31 96.56 90.44
R2 94.67 94.67 90.01
R1 91.92 91.92 89.59 90.98
PP 90.03 90.03 90.03 89.56
S1 87.28 87.28 88.73 86.34
S2 85.39 85.39 88.31
S3 80.75 82.64 87.88
S4 76.11 78.00 86.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.44 88.15 1.29 1.5% 0.73 0.8% 46% False False 3,606
10 95.43 88.15 7.28 8.2% 1.15 1.3% 8% False False 3,669
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.24
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 89.63
2.618 89.36
1.618 89.19
1.000 89.08
0.618 89.02
HIGH 88.91
0.618 88.85
0.500 88.83
0.382 88.80
LOW 88.74
0.618 88.63
1.000 88.57
1.618 88.46
2.618 88.29
4.250 88.02
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 88.83 88.71
PP 88.80 88.69
S1 88.77 88.66

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

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