NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 17-Jul-2012
Day Change Summary
Previous Current
16-Jul-2012 17-Jul-2012 Change Change % Previous Week
Open 87.91 88.84 0.93 1.1% 85.03
High 89.21 90.10 0.89 1.0% 88.32
Low 87.16 88.12 0.96 1.1% 84.46
Close 89.16 89.87 0.71 0.8% 87.85
Range 2.05 1.98 -0.07 -3.4% 3.86
ATR 2.66 2.61 -0.05 -1.8% 0.00
Volume 31,700 34,461 2,761 8.7% 136,116
Daily Pivots for day following 17-Jul-2012
Classic Woodie Camarilla DeMark
R4 95.30 94.57 90.96
R3 93.32 92.59 90.41
R2 91.34 91.34 90.23
R1 90.61 90.61 90.05 90.98
PP 89.36 89.36 89.36 89.55
S1 88.63 88.63 89.69 89.00
S2 87.38 87.38 89.51
S3 85.40 86.65 89.33
S4 83.42 84.67 88.78
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.46 97.01 89.97
R3 94.60 93.15 88.91
R2 90.74 90.74 88.56
R1 89.29 89.29 88.20 90.02
PP 86.88 86.88 86.88 87.24
S1 85.43 85.43 87.50 86.16
S2 83.02 83.02 87.14
S3 79.16 81.57 86.79
S4 75.30 77.71 85.73
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.10 84.87 5.23 5.8% 2.07 2.3% 96% True False 27,900
10 90.10 84.40 5.70 6.3% 2.44 2.7% 96% True False 33,057
20 90.10 78.16 11.94 13.3% 2.75 3.1% 98% True False 32,399
40 94.10 78.16 15.94 17.7% 2.59 2.9% 73% False False 25,524
60 107.12 78.16 28.96 32.2% 2.33 2.6% 40% False False 21,552
80 109.50 78.16 31.34 34.9% 2.17 2.4% 37% False False 18,617
100 110.65 78.16 32.49 36.2% 2.06 2.3% 36% False False 17,036
120 110.65 78.16 32.49 36.2% 1.88 2.1% 36% False False 15,347
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.52
2.618 95.28
1.618 93.30
1.000 92.08
0.618 91.32
HIGH 90.10
0.618 89.34
0.500 89.11
0.382 88.88
LOW 88.12
0.618 86.90
1.000 86.14
1.618 84.92
2.618 82.94
4.250 79.71
Fisher Pivots for day following 17-Jul-2012
Pivot 1 day 3 day
R1 89.62 89.33
PP 89.36 88.79
S1 89.11 88.25

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

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