NYMEX Light Sweet Crude Oil Future November 2012

Trading Metrics calculated at close of trading on 05-Oct-2012

Day Change Summary
	Previous	Current
	04-Oct-2012	05-Oct-2012	Change	Change %	Previous Week
Open	88.01	91.51	3.50	4.0%	92.15
High	91.84	91.71	-0.13	-0.1%	93.33
Low	87.91	89.01	1.10	1.3%	87.70
Close	91.71	89.88	-1.83	-2.0%	89.88
Range	3.93	2.70	-1.23	-31.3%	5.63
ATR	2.45	2.46	0.02	0.7%	0.00
Volume	291,389	279,131	-12,258	-4.2%	1,303,759

Daily Pivots for day following 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	98.30	96.79	91.37
R3	95.60	94.09	90.62
R2	92.90	92.90	90.38
R1	91.39	91.39	90.13	90.80
PP	90.20	90.20	90.20	89.90
S1	88.69	88.69	89.63	88.10
S2	87.50	87.50	89.39
S3	84.80	85.99	89.14
S4	82.10	83.29	88.40

Weekly Pivots for week ending 05-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.19	104.17	92.98
R3	101.56	98.54	91.43
R2	95.93	95.93	90.91
R1	92.91	92.91	90.40	91.61
PP	90.30	90.30	90.30	89.65
S1	87.28	87.28	89.36	85.98
S2	84.67	84.67	88.85
S3	79.04	81.65	88.33
S4	73.41	76.02	86.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.33	87.70	5.63	6.3%	2.83	3.1%	39%	False	False	260,751
10	93.33	87.70	5.63	6.3%	2.51	2.8%	39%	False	False	245,063
20	100.73	87.70	13.03	14.5%	2.45	2.7%	17%	False	False	204,342
40	100.73	87.70	13.03	14.5%	2.20	2.4%	17%	False	False	126,463
60	100.73	86.87	13.86	15.4%	2.19	2.4%	22%	False	False	95,592
80	100.73	78.83	21.90	24.4%	2.31	2.6%	50%	False	False	77,128
100	100.73	78.83	21.90	24.4%	2.30	2.6%	50%	False	False	63,982
120	107.15	78.83	28.32	31.5%	2.17	2.4%	39%	False	False	54,877

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.41
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	103.19
2.618	98.78
1.618	96.08
1.000	94.41
0.618	93.38
HIGH	91.71
0.618	90.68
0.500	90.36
0.382	90.04
LOW	89.01
0.618	87.34
1.000	86.31
1.618	84.64
2.618	81.94
4.250	77.54

Fisher Pivots for day following 05-Oct-2012
Pivot	1 day	3 day
R1	90.36	89.84
PP	90.20	89.81
S1	90.04	89.77

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