NYMEX Light Sweet Crude Oil Future October 2012

Trading Metrics calculated at close of trading on 31-Aug-2012

Day Change Summary
	Previous	Current
	30-Aug-2012	31-Aug-2012	Change	Change %	Previous Week
Open	95.30	94.75	-0.55	-0.6%	96.67
High	95.60	96.92	1.32	1.4%	97.72
Low	93.95	94.51	0.56	0.6%	93.95
Close	94.62	96.47	1.85	2.0%	96.47
Range	1.65	2.41	0.76	46.1%	3.77
ATR	2.02	2.05	0.03	1.4%	0.00
Volume	118,564	249,063	130,499	110.1%	951,471

Daily Pivots for day following 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.20	102.24	97.80
R3	100.79	99.83	97.13
R2	98.38	98.38	96.91
R1	97.42	97.42	96.69	97.90
PP	95.97	95.97	95.97	96.21
S1	95.01	95.01	96.25	95.49
S2	93.56	93.56	96.03
S3	91.15	92.60	95.81
S4	88.74	90.19	95.14

Weekly Pivots for week ending 31-Aug-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.36	105.68	98.54
R3	103.59	101.91	97.51
R2	99.82	99.82	97.16
R1	98.14	98.14	96.82	97.10
PP	96.05	96.05	96.05	95.52
S1	94.37	94.37	96.12	93.33
S2	92.28	92.28	95.78
S3	88.51	90.60	95.43
S4	84.74	86.83	94.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	97.72	93.95	3.77	3.9%	2.08	2.2%	67%	False	False	190,294
10	98.29	93.95	4.34	4.5%	1.93	2.0%	58%	False	False	196,179
20	98.29	90.89	7.40	7.7%	1.87	1.9%	75%	False	False	144,561
40	98.29	84.46	13.83	14.3%	2.08	2.2%	87%	False	False	94,463
60	98.29	78.16	20.13	20.9%	2.37	2.5%	91%	False	False	73,374
80	98.64	78.16	20.48	21.2%	2.31	2.4%	89%	False	False	58,898
100	107.12	78.16	28.96	30.0%	2.18	2.3%	63%	False	False	49,538
120	109.80	78.16	31.64	32.8%	2.11	2.2%	58%	False	False	42,808

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.50
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	107.16
2.618	103.23
1.618	100.82
1.000	99.33
0.618	98.41
HIGH	96.92
0.618	96.00
0.500	95.72
0.382	95.43
LOW	94.51
0.618	93.02
1.000	92.10
1.618	90.61
2.618	88.20
4.250	84.27

Fisher Pivots for day following 31-Aug-2012
Pivot	1 day	3 day
R1	96.22	96.13
PP	95.97	95.78
S1	95.72	95.44

Download as Excel Spreadsheet

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

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