NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 13-Sep-2012
Day Change Summary
Previous Current
12-Sep-2012 13-Sep-2012 Change Change % Previous Week
Open 97.27 97.24 -0.03 0.0% 96.68
High 98.38 98.89 0.51 0.5% 98.00
Low 96.69 96.82 0.13 0.1% 94.41
Close 97.34 98.63 1.29 1.3% 96.75
Range 1.69 2.07 0.38 22.5% 3.59
ATR 1.97 1.98 0.01 0.4% 0.00
Volume 71,106 118,206 47,100 66.2% 289,825
Daily Pivots for day following 13-Sep-2012
Classic Woodie Camarilla DeMark
R4 104.32 103.55 99.77
R3 102.25 101.48 99.20
R2 100.18 100.18 99.01
R1 99.41 99.41 98.82 99.80
PP 98.11 98.11 98.11 98.31
S1 97.34 97.34 98.44 97.73
S2 96.04 96.04 98.25
S3 93.97 95.27 98.06
S4 91.90 93.20 97.49
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 98.89 94.41 4.48 4.5% 1.78 1.8% 94% True False 85,985
10 98.89 94.28 4.61 4.7% 2.00 2.0% 94% True False 70,913
20 98.89 94.28 4.61 4.7% 1.89 1.9% 94% True False 57,738
40 98.89 87.50 11.39 11.5% 2.03 2.1% 98% True False 47,697
60 98.89 78.83 20.06 20.3% 2.23 2.3% 99% True False 39,377
80 98.89 78.83 20.06 20.3% 2.26 2.3% 99% True False 32,737
100 107.15 78.83 28.32 28.7% 2.13 2.2% 70% False False 28,076
120 109.21 78.83 30.38 30.8% 2.03 2.1% 65% False False 24,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.54
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 107.69
2.618 104.31
1.618 102.24
1.000 100.96
0.618 100.17
HIGH 98.89
0.618 98.10
0.500 97.86
0.382 97.61
LOW 96.82
0.618 95.54
1.000 94.75
1.618 93.47
2.618 91.40
4.250 88.02
Fisher Pivots for day following 13-Sep-2012
Pivot 1 day 3 day
R1 98.37 98.31
PP 98.11 97.98
S1 97.86 97.66

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

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