NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 19-Jul-2012
Day Change Summary
Previous Current
18-Jul-2012 19-Jul-2012 Change Change % Previous Week
Open 89.87 91.00 1.13 1.3% 85.46
High 91.00 93.72 2.72 3.0% 88.69
Low 89.59 90.88 1.29 1.4% 84.91
Close 90.82 93.50 2.68 3.0% 88.27
Range 1.41 2.84 1.43 101.4% 3.78
ATR 2.45 2.48 0.03 1.3% 0.00
Volume 28,457 28,645 188 0.7% 110,060
Daily Pivots for day following 19-Jul-2012
Classic Woodie Camarilla DeMark
R4 101.22 100.20 95.06
R3 98.38 97.36 94.28
R2 95.54 95.54 94.02
R1 94.52 94.52 93.76 95.03
PP 92.70 92.70 92.70 92.96
S1 91.68 91.68 93.24 92.19
S2 89.86 89.86 92.98
S3 87.02 88.84 92.72
S4 84.18 86.00 91.94
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.63 97.23 90.35
R3 94.85 93.45 89.31
R2 91.07 91.07 88.96
R1 89.67 89.67 88.62 90.37
PP 87.29 87.29 87.29 87.64
S1 85.89 85.89 87.92 86.59
S2 83.51 83.51 87.58
S3 79.73 82.11 87.23
S4 75.95 78.33 86.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.72 86.87 6.85 7.3% 1.97 2.1% 97% True False 22,627
10 93.72 84.91 8.81 9.4% 2.13 2.3% 98% True False 24,030
20 93.72 78.83 14.89 15.9% 2.60 2.8% 99% True False 23,662
40 93.72 78.83 14.89 15.9% 2.51 2.7% 99% True False 18,396
60 107.15 78.83 28.32 30.3% 2.23 2.4% 52% False False 15,381
80 109.21 78.83 30.38 32.5% 2.06 2.2% 48% False False 13,358
100 109.80 78.83 30.97 33.1% 1.91 2.0% 47% False False 12,136
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 105.79
2.618 101.16
1.618 98.32
1.000 96.56
0.618 95.48
HIGH 93.72
0.618 92.64
0.500 92.30
0.382 91.96
LOW 90.88
0.618 89.12
1.000 88.04
1.618 86.28
2.618 83.44
4.250 78.81
Fisher Pivots for day following 19-Jul-2012
Pivot 1 day 3 day
R1 93.10 92.72
PP 92.70 91.94
S1 92.30 91.16

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

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