NYMEX Light Sweet Crude Oil Future October 2012


Trading Metrics calculated at close of trading on 12-Sep-2012
Day Change Summary
Previous Current
11-Sep-2012 12-Sep-2012 Change Change % Previous Week
Open 96.29 96.85 0.56 0.6% 96.38
High 97.31 98.06 0.75 0.8% 97.71
Low 96.08 96.31 0.23 0.2% 94.08
Close 97.17 97.01 -0.16 -0.2% 96.42
Range 1.23 1.75 0.52 42.3% 3.63
ATR 2.04 2.02 -0.02 -1.0% 0.00
Volume 222,006 223,528 1,522 0.7% 1,109,299
Daily Pivots for day following 12-Sep-2012
Classic Woodie Camarilla DeMark
R4 102.38 101.44 97.97
R3 100.63 99.69 97.49
R2 98.88 98.88 97.33
R1 97.94 97.94 97.17 98.41
PP 97.13 97.13 97.13 97.36
S1 96.19 96.19 96.85 96.66
S2 95.38 95.38 96.69
S3 93.63 94.44 96.53
S4 91.88 92.69 96.05
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.96 105.32 98.42
R3 103.33 101.69 97.42
R2 99.70 99.70 97.09
R1 98.06 98.06 96.75 98.88
PP 96.07 96.07 96.07 96.48
S1 94.43 94.43 96.09 95.25
S2 92.44 92.44 95.75
S3 88.81 90.80 95.42
S4 85.18 87.17 94.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.06 94.08 3.98 4.1% 2.01 2.1% 74% True False 257,527
10 98.06 93.95 4.11 4.2% 1.99 2.1% 74% True False 231,923
20 98.29 93.00 5.29 5.5% 1.94 2.0% 76% False False 201,691
40 98.29 87.14 11.15 11.5% 2.07 2.1% 89% False False 133,827
60 98.29 78.16 20.13 20.8% 2.30 2.4% 94% False False 100,017
80 98.29 78.16 20.13 20.8% 2.33 2.4% 94% False False 79,675
100 107.12 78.16 28.96 29.9% 2.23 2.3% 65% False False 66,462
120 109.50 78.16 31.34 32.3% 2.14 2.2% 60% False False 57,020
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.54
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.50
2.618 102.64
1.618 100.89
1.000 99.81
0.618 99.14
HIGH 98.06
0.618 97.39
0.500 97.19
0.382 96.98
LOW 96.31
0.618 95.23
1.000 94.56
1.618 93.48
2.618 91.73
4.250 88.87
Fisher Pivots for day following 12-Sep-2012
Pivot 1 day 3 day
R1 97.19 96.91
PP 97.13 96.80
S1 97.07 96.70

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

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