NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 87.16 86.73 -0.43 -0.5% 84.65
High 88.98 87.13 -1.85 -2.1% 88.98
Low 86.50 84.02 -2.48 -2.9% 82.10
Close 87.22 84.45 -2.77 -3.2% 84.45
Range 2.48 3.11 0.63 25.4% 6.88
ATR 3.06 3.07 0.01 0.3% 0.00
Volume 411 269,727 269,316 65,527.0% 544,191
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.53 92.60 86.16
R3 91.42 89.49 85.31
R2 88.31 88.31 85.02
R1 86.38 86.38 84.74 85.79
PP 85.20 85.20 85.20 84.91
S1 83.27 83.27 84.16 82.68
S2 82.09 82.09 83.88
S3 78.98 80.16 83.59
S4 75.87 77.05 82.74
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 105.82 102.01 88.23
R3 98.94 95.13 86.34
R2 92.06 92.06 85.71
R1 88.25 88.25 85.08 86.72
PP 85.18 85.18 85.18 84.41
S1 81.37 81.37 83.82 79.84
S2 78.30 78.30 83.19
S3 71.42 74.49 82.56
S4 64.54 67.61 80.67
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.98 78.28 10.70 12.7% 4.06 4.8% 58% False False 192,306
10 88.98 77.28 11.70 13.9% 3.29 3.9% 61% False False 225,525
20 88.98 77.28 11.70 13.9% 3.09 3.7% 61% False False 203,440
40 98.28 77.28 21.00 24.9% 2.69 3.2% 34% False False 125,668
60 106.99 77.28 29.71 35.2% 2.42 2.9% 24% False False 94,644
80 109.69 77.28 32.41 38.4% 2.32 2.7% 22% False False 75,902
100 111.38 77.28 34.10 40.4% 2.20 2.6% 21% False False 64,380
120 111.38 77.28 34.10 40.4% 2.08 2.5% 21% False False 55,390
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.35
2.618 95.27
1.618 92.16
1.000 90.24
0.618 89.05
HIGH 87.13
0.618 85.94
0.500 85.58
0.382 85.21
LOW 84.02
0.618 82.10
1.000 80.91
1.618 78.99
2.618 75.88
4.250 70.80
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 85.58 86.16
PP 85.20 85.59
S1 84.83 85.02

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

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