NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 88.03 87.53 -0.50 -0.6% 85.70
High 89.65 87.69 -1.96 -2.2% 89.65
Low 87.22 84.79 -2.43 -2.8% 82.89
Close 87.94 85.21 -2.73 -3.1% 85.21
Range 2.43 2.90 0.47 19.3% 6.76
ATR 2.93 2.95 0.02 0.5% 0.00
Volume 46,122 48,360 2,238 4.9% 171,072
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.60 92.80 86.81
R3 91.70 89.90 86.01
R2 88.80 88.80 85.74
R1 87.00 87.00 85.48 86.45
PP 85.90 85.90 85.90 85.62
S1 84.10 84.10 84.94 83.55
S2 83.00 83.00 84.68
S3 80.10 81.20 84.41
S4 77.20 78.30 83.62
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.20 102.46 88.93
R3 99.44 95.70 87.07
R2 92.68 92.68 86.45
R1 88.94 88.94 85.83 87.43
PP 85.92 85.92 85.92 85.16
S1 82.18 82.18 84.59 80.67
S2 79.16 79.16 83.97
S3 72.40 75.42 83.35
S4 65.64 68.66 81.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.65 79.23 10.42 12.2% 3.88 4.6% 57% False False 42,149
10 89.65 78.16 11.49 13.5% 3.14 3.7% 61% False False 36,121
20 89.65 78.16 11.49 13.5% 2.95 3.5% 61% False False 31,197
40 98.64 78.16 20.48 24.0% 2.54 3.0% 34% False False 23,333
60 107.12 78.16 28.96 34.0% 2.24 2.6% 24% False False 19,588
80 109.80 78.16 31.64 37.1% 2.12 2.5% 22% False False 16,981
100 110.65 78.16 32.49 38.1% 1.99 2.3% 22% False False 15,600
120 110.65 78.16 32.49 38.1% 1.80 2.1% 22% False False 13,905
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.02
2.618 95.28
1.618 92.38
1.000 90.59
0.618 89.48
HIGH 87.69
0.618 86.58
0.500 86.24
0.382 85.90
LOW 84.79
0.618 83.00
1.000 81.89
1.618 80.10
2.618 77.20
4.250 72.47
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 86.24 87.03
PP 85.90 86.42
S1 85.55 85.82

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

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