NYMEX Light Sweet Crude Oil Future September 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 91.61 88.05 -3.56 -3.9% 87.52
High 91.64 89.09 -2.55 -2.8% 93.25
Low 87.91 87.43 -0.48 -0.5% 86.81
Close 88.14 88.50 0.36 0.4% 91.83
Range 3.73 1.66 -2.07 -55.5% 6.44
ATR 2.70 2.62 -0.07 -2.7% 0.00
Volume 273,182 295,309 22,127 8.1% 901,943
Daily Pivots for day following 24-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.32 92.57 89.41
R3 91.66 90.91 88.96
R2 90.00 90.00 88.80
R1 89.25 89.25 88.65 89.63
PP 88.34 88.34 88.34 88.53
S1 87.59 87.59 88.35 87.97
S2 86.68 86.68 88.20
S3 85.02 85.93 88.04
S4 83.36 84.27 87.59
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.95 107.33 95.37
R3 103.51 100.89 93.60
R2 97.07 97.07 93.01
R1 94.45 94.45 92.42 95.76
PP 90.63 90.63 90.63 91.29
S1 88.01 88.01 91.24 89.32
S2 84.19 84.19 90.65
S3 77.75 81.57 90.06
S4 71.31 75.13 88.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.25 87.43 5.82 6.6% 2.33 2.6% 18% False True 244,825
10 93.25 84.19 9.06 10.2% 2.26 2.6% 48% False False 170,940
20 93.25 77.70 15.55 17.6% 2.71 3.1% 69% False False 122,671
40 93.25 77.70 15.55 17.6% 2.77 3.1% 69% False False 84,015
60 107.12 77.70 29.42 33.2% 2.54 2.9% 37% False False 65,809
80 107.16 77.70 29.46 33.3% 2.33 2.6% 37% False False 55,735
100 109.84 77.70 32.14 36.3% 2.22 2.5% 34% False False 48,189
120 110.87 77.70 33.17 37.5% 2.10 2.4% 33% False False 43,160
Crabel Price Patterns
NR True
NR4 True
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 False
Bull Hook False
Stretch 0.38
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.15
2.618 93.44
1.618 91.78
1.000 90.75
0.618 90.12
HIGH 89.09
0.618 88.46
0.500 88.26
0.382 88.06
LOW 87.43
0.618 86.40
1.000 85.77
1.618 84.74
2.618 83.08
4.250 80.38
Fisher Pivots for day following 24-Jul-2012
Pivot 1 day 3 day
R1 88.42 90.03
PP 88.34 89.52
S1 88.26 89.01

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

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