NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 89.49 90.35 0.86 1.0% 84.58
High 90.36 93.25 2.89 3.2% 88.00
Low 88.91 90.16 1.25 1.4% 84.05
Close 90.17 92.97 2.80 3.1% 87.50
Range 1.45 3.09 1.64 113.1% 3.95
ATR 2.61 2.64 0.03 1.3% 0.00
Volume 142,446 276,048 133,602 93.8% 395,495
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 101.40 100.27 94.67
R3 98.31 97.18 93.82
R2 95.22 95.22 93.54
R1 94.09 94.09 93.25 94.66
PP 92.13 92.13 92.13 92.41
S1 91.00 91.00 92.69 91.57
S2 89.04 89.04 92.40
S3 85.95 87.91 92.12
S4 82.86 84.82 91.27
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.37 96.88 89.67
R3 94.42 92.93 88.59
R2 90.47 90.47 88.22
R1 88.98 88.98 87.86 89.73
PP 86.52 86.52 86.52 86.89
S1 85.03 85.03 87.14 85.78
S2 82.57 82.57 86.78
S3 78.62 81.08 86.41
S4 74.67 77.13 85.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.25 85.95 7.30 7.9% 2.13 2.3% 96% True False 151,062
10 93.25 84.05 9.20 9.9% 2.31 2.5% 97% True False 115,465
20 93.25 77.70 15.55 16.7% 2.80 3.0% 98% True False 92,679
40 93.25 77.70 15.55 16.7% 2.71 2.9% 98% True False 65,747
60 107.12 77.70 29.42 31.6% 2.48 2.7% 52% False False 53,364
80 109.01 77.70 31.31 33.7% 2.31 2.5% 49% False False 46,098
100 110.87 77.70 33.17 35.7% 2.22 2.4% 46% False False 40,632
120 110.87 77.70 33.17 35.7% 2.08 2.2% 46% False False 36,670
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 106.38
2.618 101.34
1.618 98.25
1.000 96.34
0.618 95.16
HIGH 93.25
0.618 92.07
0.500 91.71
0.382 91.34
LOW 90.16
0.618 88.25
1.000 87.07
1.618 85.16
2.618 82.07
4.250 77.03
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 92.55 92.15
PP 92.13 91.34
S1 91.71 90.52

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

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