NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 20-Jul-2012
Day Change Summary
Previous Current
19-Jul-2012 20-Jul-2012 Change Change % Previous Week
Open 90.70 92.77 2.07 2.3% 87.91
High 93.50 92.86 -0.64 -0.7% 93.50
Low 90.47 91.19 0.72 0.8% 87.16
Close 93.23 92.10 -1.13 -1.2% 92.10
Range 3.03 1.67 -1.36 -44.9% 6.34
ATR 2.56 2.53 -0.04 -1.5% 0.00
Volume 43,366 53,691 10,325 23.8% 201,565
Daily Pivots for day following 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 97.06 96.25 93.02
R3 95.39 94.58 92.56
R2 93.72 93.72 92.41
R1 92.91 92.91 92.25 92.48
PP 92.05 92.05 92.05 91.84
S1 91.24 91.24 91.95 90.81
S2 90.38 90.38 91.79
S3 88.71 89.57 91.64
S4 87.04 87.90 91.18
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.94 107.36 95.59
R3 103.60 101.02 93.84
R2 97.26 97.26 93.26
R1 94.68 94.68 92.68 95.97
PP 90.92 90.92 90.92 91.57
S1 88.34 88.34 91.52 89.63
S2 84.58 84.58 90.94
S3 78.24 82.00 90.36
S4 71.90 75.66 88.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.50 87.16 6.34 6.9% 2.03 2.2% 78% False False 40,313
10 93.50 84.46 9.04 9.8% 2.08 2.3% 85% False False 33,768
20 93.50 78.16 15.34 16.7% 2.61 2.8% 91% False False 34,944
40 93.50 78.16 15.34 16.7% 2.59 2.8% 91% False False 27,983
60 107.12 78.16 28.96 31.4% 2.37 2.6% 48% False False 23,436
80 108.60 78.16 30.44 33.1% 2.20 2.4% 46% False False 20,043
100 110.65 78.16 32.49 35.3% 2.07 2.3% 43% False False 17,905
120 110.65 78.16 32.49 35.3% 1.92 2.1% 43% False False 16,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.96
2.618 97.23
1.618 95.56
1.000 94.53
0.618 93.89
HIGH 92.86
0.618 92.22
0.500 92.03
0.382 91.83
LOW 91.19
0.618 90.16
1.000 89.52
1.618 88.49
2.618 86.82
4.250 84.09
Fisher Pivots for day following 20-Jul-2012
Pivot 1 day 3 day
R1 92.08 91.86
PP 92.05 91.61
S1 92.03 91.37

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

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