NYMEX Light Sweet Crude Oil Future September 2012


Trading Metrics calculated at close of trading on 21-Aug-2012
Day Change Summary
Previous Current
20-Aug-2012 21-Aug-2012 Change Change % Previous Week
Open 96.36 95.97 -0.39 -0.4% 93.25
High 96.53 97.60 1.07 1.1% 96.28
Low 95.02 95.81 0.79 0.8% 92.05
Close 95.97 96.68 0.71 0.7% 96.01
Range 1.51 1.79 0.28 18.5% 4.23
ATR 2.14 2.12 -0.03 -1.2% 0.00
Volume 76,991 24,538 -52,453 -68.1% 1,049,108
Daily Pivots for day following 21-Aug-2012
Classic Woodie Camarilla DeMark
R4 102.07 101.16 97.66
R3 100.28 99.37 97.17
R2 98.49 98.49 97.01
R1 97.58 97.58 96.84 98.04
PP 96.70 96.70 96.70 96.92
S1 95.79 95.79 96.52 96.25
S2 94.91 94.91 96.35
S3 93.12 94.00 96.19
S4 91.33 92.21 95.70
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.47 105.97 98.34
R3 103.24 101.74 97.17
R2 99.01 99.01 96.79
R1 97.51 97.51 96.40 98.26
PP 94.78 94.78 94.78 95.16
S1 93.28 93.28 95.62 94.03
S2 90.55 90.55 95.23
S3 86.32 89.05 94.85
S4 82.09 84.82 93.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.60 92.68 4.92 5.1% 1.73 1.8% 81% True False 143,744
10 97.60 91.71 5.89 6.1% 1.73 1.8% 84% True False 180,547
20 97.60 86.84 10.76 11.1% 2.08 2.2% 91% True False 210,258
40 97.60 77.70 19.90 20.6% 2.40 2.5% 95% True False 166,464
60 97.60 77.70 19.90 20.6% 2.54 2.6% 95% True False 126,096
80 107.12 77.70 29.42 30.4% 2.42 2.5% 65% False False 101,921
100 107.16 77.70 29.46 30.5% 2.28 2.4% 64% False False 86,639
120 109.84 77.70 32.14 33.2% 2.20 2.3% 59% False False 75,201
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.21
2.618 102.29
1.618 100.50
1.000 99.39
0.618 98.71
HIGH 97.60
0.618 96.92
0.500 96.71
0.382 96.49
LOW 95.81
0.618 94.70
1.000 94.02
1.618 92.91
2.618 91.12
4.250 88.20
Fisher Pivots for day following 21-Aug-2012
Pivot 1 day 3 day
R1 96.71 96.55
PP 96.70 96.42
S1 96.69 96.29

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

View Archives - Comment on this page... - Back to Index of Symbols