NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 95.83 92.07 -3.76 -3.9% 96.66
High 96.50 93.09 -3.41 -3.5% 100.73
Low 91.55 90.96 -0.59 -0.6% 95.69
Close 92.30 92.42 0.12 0.1% 99.33
Range 4.95 2.13 -2.82 -57.0% 5.04
ATR 2.40 2.38 -0.02 -0.8% 0.00
Volume 378,443 244,553 -133,890 -35.4% 484,761
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 98.55 97.61 93.59
R3 96.42 95.48 93.01
R2 94.29 94.29 92.81
R1 93.35 93.35 92.62 93.82
PP 92.16 92.16 92.16 92.39
S1 91.22 91.22 92.22 91.69
S2 90.03 90.03 92.03
S3 87.90 89.09 91.83
S4 85.77 86.96 91.25
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 113.70 111.56 102.10
R3 108.66 106.52 100.72
R2 103.62 103.62 100.25
R1 101.48 101.48 99.79 102.55
PP 98.58 98.58 98.58 99.12
S1 96.44 96.44 98.87 97.51
S2 93.54 93.54 98.41
S3 88.50 91.40 97.94
S4 83.46 86.36 96.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 100.73 90.96 9.77 10.6% 3.30 3.6% 15% False True 222,290
10 100.73 90.96 9.77 10.6% 2.54 2.7% 15% False True 154,137
20 100.73 90.96 9.77 10.6% 2.34 2.5% 15% False True 102,462
40 100.73 87.58 13.15 14.2% 2.14 2.3% 37% False False 72,022
60 100.73 78.83 21.90 23.7% 2.29 2.5% 62% False False 56,093
80 100.73 78.83 21.90 23.7% 2.36 2.6% 62% False False 46,227
100 107.15 78.83 28.32 30.6% 2.25 2.4% 48% False False 38,842
120 107.51 78.83 28.68 31.0% 2.11 2.3% 47% False False 33,669
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.14
2.618 98.67
1.618 96.54
1.000 95.22
0.618 94.41
HIGH 93.09
0.618 92.28
0.500 92.03
0.382 91.77
LOW 90.96
0.618 89.64
1.000 88.83
1.618 87.51
2.618 85.38
4.250 81.91
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 92.29 94.26
PP 92.16 93.64
S1 92.03 93.03

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

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