NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 10-Jul-2012
Day Change Summary
Previous Current
09-Jul-2012 10-Jul-2012 Change Change % Previous Week
Open 85.03 86.16 1.13 1.3% 85.70
High 87.20 86.59 -0.61 -0.7% 89.65
Low 85.03 84.46 -0.57 -0.7% 82.89
Close 86.74 84.69 -2.05 -2.4% 85.21
Range 2.17 2.13 -0.04 -1.8% 6.76
ATR 2.89 2.85 -0.04 -1.5% 0.00
Volume 32,402 30,372 -2,030 -6.3% 171,072
Daily Pivots for day following 10-Jul-2012
Classic Woodie Camarilla DeMark
R4 91.64 90.29 85.86
R3 89.51 88.16 85.28
R2 87.38 87.38 85.08
R1 86.03 86.03 84.89 85.64
PP 85.25 85.25 85.25 85.05
S1 83.90 83.90 84.49 83.51
S2 83.12 83.12 84.30
S3 80.99 81.77 84.10
S4 78.86 79.64 83.52
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 84.40 5.25 6.2% 2.81 3.3% 6% False False 38,213
10 89.65 78.16 11.49 13.6% 3.04 3.6% 57% False False 35,649
20 89.65 78.16 11.49 13.6% 2.76 3.3% 57% False False 31,399
40 96.60 78.16 18.44 21.8% 2.57 3.0% 35% False False 23,982
60 107.12 78.16 28.96 34.2% 2.28 2.7% 23% False False 20,213
80 109.80 78.16 31.64 37.4% 2.14 2.5% 21% False False 17,508
100 110.65 78.16 32.49 38.4% 2.02 2.4% 20% False False 16,111
120 110.65 78.16 32.49 38.4% 1.84 2.2% 20% False False 14,363
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.30
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 95.64
2.618 92.17
1.618 90.04
1.000 88.72
0.618 87.91
HIGH 86.59
0.618 85.78
0.500 85.53
0.382 85.27
LOW 84.46
0.618 83.14
1.000 82.33
1.618 81.01
2.618 78.88
4.250 75.41
Fisher Pivots for day following 10-Jul-2012
Pivot 1 day 3 day
R1 85.53 86.08
PP 85.25 85.61
S1 84.97 85.15

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

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