NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 92.06 92.04 -0.02 0.0% 91.63
High 92.59 93.05 0.46 0.5% 93.05
Low 90.66 89.83 -0.83 -0.9% 89.79
Close 92.10 90.05 -2.05 -2.2% 90.05
Range 1.93 3.22 1.29 66.8% 3.26
ATR 2.20 2.27 0.07 3.3% 0.00
Volume 184,654 123,648 -61,006 -33.0% 1,035,878
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 100.64 98.56 91.82
R3 97.42 95.34 90.94
R2 94.20 94.20 90.64
R1 92.12 92.12 90.35 91.55
PP 90.98 90.98 90.98 90.69
S1 88.90 88.90 89.75 88.33
S2 87.76 87.76 89.46
S3 84.54 85.68 89.16
S4 81.32 82.46 88.28
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 100.74 98.66 91.84
R3 97.48 95.40 90.95
R2 94.22 94.22 90.65
R1 92.14 92.14 90.35 91.55
PP 90.96 90.96 90.96 90.67
S1 88.88 88.88 89.75 88.29
S2 87.70 87.70 89.45
S3 84.44 85.62 89.15
S4 81.18 82.36 88.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.05 89.79 3.26 3.6% 1.98 2.2% 8% True False 207,175
10 93.66 88.21 5.45 6.1% 2.12 2.3% 34% False False 241,865
20 93.66 87.70 5.96 6.6% 2.31 2.6% 39% False False 243,464
40 100.73 87.70 13.03 14.5% 2.30 2.5% 18% False False 176,474
60 100.73 87.58 13.15 14.6% 2.18 2.4% 19% False False 131,665
80 100.73 78.83 21.90 24.3% 2.29 2.5% 51% False False 104,986
100 100.73 78.83 21.90 24.3% 2.33 2.6% 51% False False 87,380
120 106.76 78.83 27.93 31.0% 2.26 2.5% 40% False False 74,397
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.51
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 106.74
2.618 101.48
1.618 98.26
1.000 96.27
0.618 95.04
HIGH 93.05
0.618 91.82
0.500 91.44
0.382 91.06
LOW 89.83
0.618 87.84
1.000 86.61
1.618 84.62
2.618 81.40
4.250 76.15
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 91.44 91.44
PP 90.98 90.98
S1 90.51 90.51

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

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