NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 89.85 89.60 -0.25 -0.3% 92.15
High 89.89 92.91 3.02 3.4% 93.33
Low 88.21 89.29 1.08 1.2% 87.70
Close 89.33 92.39 3.06 3.4% 89.88
Range 1.68 3.62 1.94 115.5% 5.63
ATR 2.41 2.49 0.09 3.6% 0.00
Volume 202,688 378,040 175,352 86.5% 1,303,759
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.39 101.01 94.38
R3 98.77 97.39 93.39
R2 95.15 95.15 93.05
R1 93.77 93.77 92.72 94.46
PP 91.53 91.53 91.53 91.88
S1 90.15 90.15 92.06 90.84
S2 87.91 87.91 91.73
S3 84.29 86.53 91.39
S4 80.67 82.91 90.40
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 92.91 87.70 5.21 5.6% 3.21 3.5% 90% True False 298,150
10 93.33 87.70 5.63 6.1% 2.57 2.8% 83% False False 260,402
20 100.73 87.70 13.03 14.1% 2.59 2.8% 36% False False 225,658
40 100.73 87.70 13.03 14.1% 2.23 2.4% 36% False False 139,048
60 100.73 87.50 13.23 14.3% 2.21 2.4% 37% False False 104,633
80 100.73 78.83 21.90 23.7% 2.34 2.5% 62% False False 83,894
100 100.73 78.83 21.90 23.7% 2.32 2.5% 62% False False 69,597
120 107.15 78.83 28.32 30.7% 2.20 2.4% 48% False False 59,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.30
2.618 102.39
1.618 98.77
1.000 96.53
0.618 95.15
HIGH 92.91
0.618 91.53
0.500 91.10
0.382 90.67
LOW 89.29
0.618 87.05
1.000 85.67
1.618 83.43
2.618 79.81
4.250 73.91
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 91.96 91.78
PP 91.53 91.17
S1 91.10 90.56

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

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