NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 87.06 82.48 -4.58 -5.3% 83.19
High 87.75 84.80 -2.95 -3.4% 88.11
Low 82.63 82.48 -0.15 -0.2% 82.57
Close 83.98 84.56 0.58 0.7% 85.41
Range 5.12 2.32 -2.80 -54.7% 5.54
ATR 2.37 2.37 0.00 -0.1% 0.00
Volume 27,144 22,124 -5,020 -18.5% 64,734
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.91 90.05 85.84
R3 88.59 87.73 85.20
R2 86.27 86.27 84.99
R1 85.41 85.41 84.77 85.84
PP 83.95 83.95 83.95 84.16
S1 83.09 83.09 84.35 83.52
S2 81.63 81.63 84.13
S3 79.31 80.77 83.92
S4 76.99 78.45 83.28
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.98 99.24 88.46
R3 96.44 93.70 86.93
R2 90.90 90.90 86.43
R1 88.16 88.16 85.92 89.53
PP 85.36 85.36 85.36 86.05
S1 82.62 82.62 84.90 83.99
S2 79.82 79.82 84.39
S3 74.28 77.08 83.89
S4 68.74 71.54 82.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.11 82.48 5.63 6.7% 3.08 3.6% 37% False True 18,320
10 91.51 82.48 9.03 10.7% 2.85 3.4% 23% False True 14,056
20 96.74 82.48 14.26 16.9% 2.28 2.7% 15% False True 10,814
40 107.15 82.48 24.67 29.2% 1.89 2.2% 8% False True 10,208
60 109.80 82.48 27.32 32.3% 1.78 2.1% 8% False True 9,016
80 110.08 82.48 27.60 32.6% 1.64 1.9% 8% False True 8,782
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.41
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 94.66
2.618 90.87
1.618 88.55
1.000 87.12
0.618 86.23
HIGH 84.80
0.618 83.91
0.500 83.64
0.382 83.37
LOW 82.48
0.618 81.05
1.000 80.16
1.618 78.73
2.618 76.41
4.250 72.62
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 84.25 85.12
PP 83.95 84.93
S1 83.64 84.75

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

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