NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 25-Jul-2012
Day Change Summary
Previous Current
24-Jul-2012 25-Jul-2012 Change Change % Previous Week
Open 88.51 88.65 0.14 0.2% 88.46
High 89.67 89.96 0.29 0.3% 93.72
Low 88.01 87.50 -0.51 -0.6% 87.70
Close 89.08 89.57 0.49 0.6% 92.39
Range 1.66 2.46 0.80 48.2% 6.02
ATR 2.49 2.48 0.00 -0.1% 0.00
Volume 24,018 26,468 2,450 10.2% 130,095
Daily Pivots for day following 25-Jul-2012
Classic Woodie Camarilla DeMark
R4 96.39 95.44 90.92
R3 93.93 92.98 90.25
R2 91.47 91.47 90.02
R1 90.52 90.52 89.80 91.00
PP 89.01 89.01 89.01 89.25
S1 88.06 88.06 89.34 88.54
S2 86.55 86.55 89.12
S3 84.09 85.60 88.89
S4 81.63 83.14 88.22
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.33 106.88 95.70
R3 103.31 100.86 94.05
R2 97.29 97.29 93.49
R1 94.84 94.84 92.94 96.07
PP 91.27 91.27 91.27 91.88
S1 88.82 88.82 91.84 90.05
S2 85.25 85.25 91.29
S3 79.23 82.80 90.73
S4 73.21 76.78 89.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.72 87.50 6.22 6.9% 2.43 2.7% 33% False True 27,689
10 93.72 85.43 8.29 9.3% 2.12 2.4% 50% False False 24,783
20 93.72 78.83 14.89 16.6% 2.59 2.9% 72% False False 24,234
40 93.72 78.83 14.89 16.6% 2.58 2.9% 72% False False 20,432
60 107.15 78.83 28.32 31.6% 2.32 2.6% 38% False False 16,722
80 107.51 78.83 28.68 32.0% 2.09 2.3% 37% False False 14,493
100 109.80 78.83 30.97 34.6% 1.94 2.2% 35% False False 12,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.42
2.618 96.40
1.618 93.94
1.000 92.42
0.618 91.48
HIGH 89.96
0.618 89.02
0.500 88.73
0.382 88.44
LOW 87.50
0.618 85.98
1.000 85.04
1.618 83.52
2.618 81.06
4.250 77.05
Fisher Pivots for day following 25-Jul-2012
Pivot 1 day 3 day
R1 89.29 89.80
PP 89.01 89.72
S1 88.73 89.65

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

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