NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 03-Aug-2012
Day Change Summary
Previous Current
02-Aug-2012 03-Aug-2012 Change Change % Previous Week
Open 89.34 88.00 -1.34 -1.5% 90.53
High 90.23 92.23 2.00 2.2% 92.23
Low 87.58 87.93 0.35 0.4% 87.58
Close 87.77 91.93 4.16 4.7% 91.93
Range 2.65 4.30 1.65 62.3% 4.65
ATR 2.36 2.51 0.15 6.3% 0.00
Volume 44,222 43,634 -588 -1.3% 203,332
Daily Pivots for day following 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 103.60 102.06 94.30
R3 99.30 97.76 93.11
R2 95.00 95.00 92.72
R1 93.46 93.46 92.32 94.23
PP 90.70 90.70 90.70 91.08
S1 89.16 89.16 91.54 89.93
S2 86.40 86.40 91.14
S3 82.10 84.86 90.75
S4 77.80 80.56 89.57
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.53 102.88 94.49
R3 99.88 98.23 93.21
R2 95.23 95.23 92.78
R1 93.58 93.58 92.36 94.41
PP 90.58 90.58 90.58 90.99
S1 88.93 88.93 91.50 89.76
S2 85.93 85.93 91.08
S3 81.28 84.28 90.65
S4 76.63 79.63 89.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.23 87.58 4.65 5.1% 2.65 2.9% 94% True False 40,666
10 92.23 87.50 4.73 5.1% 2.47 2.7% 94% True False 32,679
20 93.72 84.91 8.81 9.6% 2.24 2.4% 80% False False 28,347
40 93.72 78.83 14.89 16.2% 2.54 2.8% 88% False False 24,967
60 98.85 78.83 20.02 21.8% 2.36 2.6% 65% False False 19,547
80 107.15 78.83 28.32 30.8% 2.13 2.3% 46% False False 17,037
100 109.80 78.83 30.97 33.7% 2.04 2.2% 42% False False 14,958
120 110.08 78.83 31.25 34.0% 1.87 2.0% 42% False False 13,756
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 0.54
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 110.51
2.618 103.49
1.618 99.19
1.000 96.53
0.618 94.89
HIGH 92.23
0.618 90.59
0.500 90.08
0.382 89.57
LOW 87.93
0.618 85.27
1.000 83.63
1.618 80.97
2.618 76.67
4.250 69.66
Fisher Pivots for day following 03-Aug-2012
Pivot 1 day 3 day
R1 91.31 91.26
PP 90.70 90.58
S1 90.08 89.91

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

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