NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 24-Jul-2012
Day Change Summary
Previous Current
23-Jul-2012 24-Jul-2012 Change Change % Previous Week
Open 91.88 88.51 -3.37 -3.7% 88.46
High 92.10 89.67 -2.43 -2.6% 93.72
Low 88.53 88.01 -0.52 -0.6% 87.70
Close 88.73 89.08 0.35 0.4% 92.39
Range 3.57 1.66 -1.91 -53.5% 6.02
ATR 2.55 2.49 -0.06 -2.5% 0.00
Volume 24,554 24,018 -536 -2.2% 130,095
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.90 93.15 89.99
R3 92.24 91.49 89.54
R2 90.58 90.58 89.38
R1 89.83 89.83 89.23 90.21
PP 88.92 88.92 88.92 89.11
S1 88.17 88.17 88.93 88.55
S2 87.26 87.26 88.78
S3 85.60 86.51 88.62
S4 83.94 84.85 88.17
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.33 106.88 95.70
R3 103.31 100.86 94.05
R2 97.29 97.29 93.49
R1 94.84 94.84 92.94 96.07
PP 91.27 91.27 91.27 91.88
S1 88.82 88.82 91.84 90.05
S2 85.25 85.25 91.29
S3 79.23 82.80 90.73
S4 73.21 76.78 89.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.72 88.01 5.71 6.4% 2.22 2.5% 19% False True 28,086
10 93.72 85.34 8.38 9.4% 2.10 2.4% 45% False False 24,405
20 93.72 78.83 14.89 16.7% 2.53 2.8% 69% False False 23,709
40 93.72 78.83 14.89 16.7% 2.57 2.9% 69% False False 19,873
60 107.15 78.83 28.32 31.8% 2.29 2.6% 36% False False 16,361
80 107.51 78.83 28.68 32.2% 2.08 2.3% 36% False False 14,267
100 109.80 78.83 30.97 34.8% 1.92 2.2% 33% False False 12,755
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 True
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.73
2.618 94.02
1.618 92.36
1.000 91.33
0.618 90.70
HIGH 89.67
0.618 89.04
0.500 88.84
0.382 88.64
LOW 88.01
0.618 86.98
1.000 86.35
1.618 85.32
2.618 83.66
4.250 80.96
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 89.00 90.56
PP 88.92 90.06
S1 88.84 89.57

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

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