NYMEX Light Sweet Crude Oil Future August 2012


Trading Metrics calculated at close of trading on 16-Jul-2012
Day Change Summary
Previous Current
13-Jul-2012 16-Jul-2012 Change Change % Previous Week
Open 85.86 87.13 1.27 1.5% 84.20
High 87.61 88.48 0.87 1.0% 87.61
Low 85.58 86.41 0.83 1.0% 83.65
Close 87.10 88.43 1.33 1.5% 87.10
Range 2.03 2.07 0.04 2.0% 3.96
ATR 2.83 2.78 -0.05 -1.9% 0.00
Volume 228,994 204,006 -24,988 -10.9% 1,220,924
Daily Pivots for day following 16-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.98 93.28 89.57
R3 91.91 91.21 89.00
R2 89.84 89.84 88.81
R1 89.14 89.14 88.62 89.49
PP 87.77 87.77 87.77 87.95
S1 87.07 87.07 88.24 87.42
S2 85.70 85.70 88.05
S3 83.63 85.00 87.86
S4 81.56 82.93 87.29
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.00 96.51 89.28
R3 94.04 92.55 88.19
R2 90.08 90.08 87.83
R1 88.59 88.59 87.46 89.34
PP 86.12 86.12 86.12 86.49
S1 84.63 84.63 86.74 85.38
S2 82.16 82.16 86.37
S3 78.20 80.67 86.01
S4 74.24 76.71 84.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.48 83.65 4.83 5.5% 2.21 2.5% 99% True False 238,928
10 88.98 82.10 6.88 7.8% 2.68 3.0% 92% False False 196,912
20 88.98 77.28 11.70 13.2% 2.96 3.3% 95% False False 244,137
40 93.62 77.28 16.34 18.5% 2.73 3.1% 68% False False 155,042
60 106.99 77.28 29.71 33.6% 2.48 2.8% 38% False False 115,182
80 109.08 77.28 31.80 36.0% 2.36 2.7% 35% False False 92,008
100 111.38 77.28 34.10 38.6% 2.26 2.6% 33% False False 77,733
120 111.38 77.28 34.10 38.6% 2.13 2.4% 33% False False 66,888
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.28
2.618 93.90
1.618 91.83
1.000 90.55
0.618 89.76
HIGH 88.48
0.618 87.69
0.500 87.45
0.382 87.20
LOW 86.41
0.618 85.13
1.000 84.34
1.618 83.06
2.618 80.99
4.250 77.61
Fisher Pivots for day following 16-Jul-2012
Pivot 1 day 3 day
R1 88.10 87.74
PP 87.77 87.04
S1 87.45 86.35

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

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