NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 08-Aug-2012
Day Change Summary
Previous Current
07-Aug-2012 08-Aug-2012 Change Change % Previous Week
Open 92.05 93.41 1.36 1.5% 90.14
High 94.42 94.72 0.30 0.3% 91.74
Low 91.78 92.82 1.04 1.1% 86.92
Close 93.67 93.35 -0.32 -0.3% 91.40
Range 2.64 1.90 -0.74 -28.0% 4.82
ATR 2.56 2.51 -0.05 -1.8% 0.00
Volume 236,221 243,409 7,188 3.0% 1,282,077
Daily Pivots for day following 08-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.33 98.24 94.40
R3 97.43 96.34 93.87
R2 95.53 95.53 93.70
R1 94.44 94.44 93.52 94.04
PP 93.63 93.63 93.63 93.43
S1 92.54 92.54 93.18 92.14
S2 91.73 91.73 93.00
S3 89.83 90.64 92.83
S4 87.93 88.74 92.31
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.48 102.76 94.05
R3 99.66 97.94 92.73
R2 94.84 94.84 92.28
R1 93.12 93.12 91.84 93.98
PP 90.02 90.02 90.02 90.45
S1 88.30 88.30 90.96 89.16
S2 85.20 85.20 90.52
S3 80.38 83.48 90.07
S4 75.56 78.66 88.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.72 86.92 7.80 8.4% 2.69 2.9% 82% True False 247,278
10 94.72 86.92 7.80 8.4% 2.38 2.5% 82% True False 236,345
20 94.72 84.60 10.12 10.8% 2.31 2.5% 86% True False 213,883
40 94.72 77.70 17.02 18.2% 2.60 2.8% 92% True False 138,963
60 96.35 77.70 18.65 20.0% 2.57 2.8% 84% False False 103,975
80 107.12 77.70 29.42 31.5% 2.40 2.6% 53% False False 85,266
100 109.84 77.70 32.14 34.4% 2.29 2.4% 49% False False 72,422
120 110.87 77.70 33.17 35.5% 2.20 2.4% 47% False False 63,799
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 False
Bull Hook False
Stretch 0.57
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.80
2.618 99.69
1.618 97.79
1.000 96.62
0.618 95.89
HIGH 94.72
0.618 93.99
0.500 93.77
0.382 93.55
LOW 92.82
0.618 91.65
1.000 90.92
1.618 89.75
2.618 87.85
4.250 84.75
Fisher Pivots for day following 08-Aug-2012
Pivot 1 day 3 day
R1 93.77 93.13
PP 93.63 92.90
S1 93.49 92.68

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

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