NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 96.20 96.94 0.74 0.8% 93.60
High 97.85 97.54 -0.31 -0.3% 96.58
Low 96.06 96.26 0.20 0.2% 92.34
Close 96.84 97.26 0.42 0.4% 96.32
Range 1.79 1.28 -0.51 -28.5% 4.24
ATR 2.09 2.04 -0.06 -2.8% 0.00
Volume 209,807 207,296 -2,511 -1.2% 470,289
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.86 100.34 97.96
R3 99.58 99.06 97.61
R2 98.30 98.30 97.49
R1 97.78 97.78 97.38 98.04
PP 97.02 97.02 97.02 97.15
S1 96.50 96.50 97.14 96.76
S2 95.74 95.74 97.03
S3 94.46 95.22 96.91
S4 93.18 93.94 96.56
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.80 106.30 98.65
R3 103.56 102.06 97.49
R2 99.32 99.32 97.10
R1 97.82 97.82 96.71 98.57
PP 95.08 95.08 95.08 95.46
S1 93.58 93.58 95.93 94.33
S2 90.84 90.84 95.54
S3 86.60 89.34 95.15
S4 82.36 85.10 93.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.85 94.21 3.64 3.7% 1.55 1.6% 84% False False 163,772
10 97.85 91.97 5.88 6.0% 1.66 1.7% 90% False False 126,436
20 97.85 87.20 10.65 11.0% 2.00 2.1% 94% False False 97,550
40 97.85 78.16 19.69 20.2% 2.34 2.4% 97% False False 67,157
60 97.85 78.16 19.69 20.2% 2.45 2.5% 97% False False 52,849
80 107.12 78.16 28.96 29.8% 2.34 2.4% 66% False False 43,320
100 107.38 78.16 29.22 30.0% 2.17 2.2% 65% False False 36,671
120 109.80 78.16 31.64 32.5% 2.07 2.1% 60% False False 32,086
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 0.39
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.98
2.618 100.89
1.618 99.61
1.000 98.82
0.618 98.33
HIGH 97.54
0.618 97.05
0.500 96.90
0.382 96.75
LOW 96.26
0.618 95.47
1.000 94.98
1.618 94.19
2.618 92.91
4.250 90.82
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 97.14 97.04
PP 97.02 96.81
S1 96.90 96.59

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

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