NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 93.75 93.60 -0.15 -0.2% 91.62
High 94.11 94.41 0.30 0.3% 94.97
Low 91.97 92.34 0.37 0.4% 90.89
Close 93.15 93.03 -0.12 -0.1% 93.15
Range 2.14 2.07 -0.07 -3.3% 4.08
ATR 2.35 2.33 -0.02 -0.9% 0.00
Volume 101,610 80,530 -21,080 -20.7% 459,142
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.47 98.32 94.17
R3 97.40 96.25 93.60
R2 95.33 95.33 93.41
R1 94.18 94.18 93.22 93.72
PP 93.26 93.26 93.26 93.03
S1 92.11 92.11 92.84 91.65
S2 91.19 91.19 92.65
S3 89.12 90.04 92.46
S4 87.05 87.97 91.89
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.24 103.28 95.39
R3 101.16 99.20 94.27
R2 97.08 97.08 93.90
R1 95.12 95.12 93.52 96.10
PP 93.00 93.00 93.00 93.50
S1 91.04 91.04 92.78 92.02
S2 88.92 88.92 92.40
S3 84.84 86.96 92.03
S4 80.76 82.88 90.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.97 91.97 3.00 3.2% 1.96 2.1% 35% False False 91,076
10 94.97 87.20 7.77 8.4% 2.35 2.5% 75% False False 82,365
20 94.97 87.14 7.83 8.4% 2.23 2.4% 75% False False 62,957
40 94.97 78.16 16.81 18.1% 2.52 2.7% 88% False False 47,256
60 94.97 78.16 16.81 18.1% 2.47 2.7% 88% False False 37,705
80 107.12 78.16 28.96 31.1% 2.30 2.5% 51% False False 31,601
100 109.50 78.16 31.34 33.7% 2.19 2.4% 47% False False 27,206
120 110.65 78.16 32.49 34.9% 2.09 2.2% 46% False False 24,485
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 99.83
1.618 97.76
1.000 96.48
0.618 95.69
HIGH 94.41
0.618 93.62
0.500 93.38
0.382 93.13
LOW 92.34
0.618 91.06
1.000 90.27
1.618 88.99
2.618 86.92
4.250 83.54
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 93.38 93.22
PP 93.26 93.16
S1 93.15 93.09

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

View Archives - Comment on this page... - Back to Index of Symbols