NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 07-Sep-2012

Day Change Summary
	Previous	Current
	06-Sep-2012	07-Sep-2012	Change	Change %	Previous Week
Open	96.31	95.03	-1.28	-1.3%	96.68
High	98.00	97.05	-0.95	-1.0%	98.00
Low	94.92	94.41	-0.51	-0.5%	94.41
Close	95.85	96.75	0.90	0.9%	96.75
Range	3.08	2.64	-0.44	-14.3%	3.59
ATR	2.07	2.11	0.04	1.9%	0.00
Volume	68,463	86,204	17,741	25.9%	289,825

Daily Pivots for day following 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.99	103.01	98.20
R3	101.35	100.37	97.48
R2	98.71	98.71	97.23
R1	97.73	97.73	96.99	98.22
PP	96.07	96.07	96.07	96.32
S1	95.09	95.09	96.51	95.58
S2	93.43	93.43	96.27
S3	90.79	92.45	96.02
S4	88.15	89.81	95.30

Weekly Pivots for week ending 07-Sep-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.16	105.54	98.72
R3	103.57	101.95	97.74
R2	99.98	99.98	97.41
R1	98.36	98.36	97.08	99.17
PP	96.39	96.39	96.39	96.79
S1	94.77	94.77	96.42	95.58
S2	92.80	92.80	96.09
S3	89.21	91.18	95.76
S4	85.62	87.59	94.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	98.00	94.41	3.59	3.7%	2.43	2.5%	65%	False	True	67,188
10	98.00	94.28	3.72	3.8%	2.16	2.2%	66%	False	False	55,347
20	98.60	92.27	6.33	6.5%	1.95	2.0%	71%	False	False	48,585
40	98.60	86.87	11.73	12.1%	2.05	2.1%	84%	False	False	41,217
60	98.60	78.83	19.77	20.4%	2.27	2.3%	91%	False	False	34,723
80	98.60	78.83	19.77	20.4%	2.26	2.3%	91%	False	False	28,892
100	107.15	78.83	28.32	29.3%	2.12	2.2%	63%	False	False	24,984
120	109.30	78.83	30.47	31.5%	2.04	2.1%	59%	False	False	21,983

Crabel Price Patterns
NR	True
NR4	False
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	False
Bull Hook	False
Stretch	0.63
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	108.27
2.618	103.96
1.618	101.32
1.000	99.69
0.618	98.68
HIGH	97.05
0.618	96.04
0.500	95.73
0.382	95.42
LOW	94.41
0.618	92.78
1.000	91.77
1.618	90.14
2.618	87.50
4.250	83.19

Fisher Pivots for day following 07-Sep-2012
Pivot	1 day	3 day
R1	96.41	96.57
PP	96.07	96.39
S1	95.73	96.21

Download as Excel Spreadsheet

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

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