NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 27-Jul-2012
Day Change Summary
Previous Current
26-Jul-2012 27-Jul-2012 Change Change % Previous Week
Open 89.31 89.58 0.27 0.3% 91.65
High 90.76 90.73 -0.03 0.0% 91.91
Low 88.36 89.41 1.05 1.2% 87.14
Close 89.67 90.42 0.75 0.8% 90.42
Range 2.40 1.32 -1.08 -45.0% 4.77
ATR 2.54 2.45 -0.09 -3.4% 0.00
Volume 53,774 35,528 -18,246 -33.9% 221,090
Daily Pivots for day following 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.15 93.60 91.15
R3 92.83 92.28 90.78
R2 91.51 91.51 90.66
R1 90.96 90.96 90.54 91.24
PP 90.19 90.19 90.19 90.32
S1 89.64 89.64 90.30 89.92
S2 88.87 88.87 90.18
S3 87.55 88.32 90.06
S4 86.23 87.00 89.69
Weekly Pivots for week ending 27-Jul-2012
Classic Woodie Camarilla DeMark
R4 104.13 102.05 93.04
R3 99.36 97.28 91.73
R2 94.59 94.59 91.29
R1 92.51 92.51 90.86 91.17
PP 89.82 89.82 89.82 89.15
S1 87.74 87.74 89.98 86.40
S2 85.05 85.05 89.55
S3 80.28 82.97 89.11
S4 75.51 78.20 87.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.91 87.14 4.77 5.3% 2.32 2.6% 69% False False 44,218
10 93.50 87.14 6.36 7.0% 2.17 2.4% 52% False False 42,265
20 93.50 79.23 14.27 15.8% 2.59 2.9% 78% False False 38,476
40 93.50 78.16 15.34 17.0% 2.63 2.9% 80% False False 32,040
60 106.00 78.16 27.84 30.8% 2.47 2.7% 44% False False 26,321
80 107.12 78.16 28.96 32.0% 2.21 2.4% 42% False False 22,377
100 109.80 78.16 31.64 35.0% 2.09 2.3% 39% False False 19,756
120 110.65 78.16 32.49 35.9% 1.97 2.2% 38% False False 17,993
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 96.34
2.618 94.19
1.618 92.87
1.000 92.05
0.618 91.55
HIGH 90.73
0.618 90.23
0.500 90.07
0.382 89.91
LOW 89.41
0.618 88.59
1.000 88.09
1.618 87.27
2.618 85.95
4.250 83.80
Fisher Pivots for day following 27-Jul-2012
Pivot 1 day 3 day
R1 90.30 89.93
PP 90.19 89.44
S1 90.07 88.95

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

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