NYMEX Light Sweet Crude Oil Future November 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 92.04 89.52 -2.52 -2.7% 91.63
High 93.05 90.80 -2.25 -2.4% 93.05
Low 89.83 88.20 -1.63 -1.8% 89.79
Close 90.05 88.73 -1.32 -1.5% 90.05
Range 3.22 2.60 -0.62 -19.3% 3.26
ATR 2.27 2.30 0.02 1.0% 0.00
Volume 123,648 18,572 -105,076 -85.0% 1,035,878
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.04 95.49 90.16
R3 94.44 92.89 89.45
R2 91.84 91.84 89.21
R1 90.29 90.29 88.97 89.77
PP 89.24 89.24 89.24 88.98
S1 87.69 87.69 88.49 87.17
S2 86.64 86.64 88.25
S3 84.04 85.09 88.02
S4 81.44 82.49 87.30
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 88.20 4.85 5.5% 2.01 2.3% 11% False True 157,086
10 93.66 88.20 5.46 6.2% 2.21 2.5% 10% False True 223,454
20 93.66 87.70 5.96 6.7% 2.34 2.6% 17% False False 234,977
40 100.73 87.70 13.03 14.7% 2.32 2.6% 8% False False 175,688
60 100.73 87.58 13.15 14.8% 2.20 2.5% 9% False False 131,690
80 100.73 79.80 20.93 23.6% 2.28 2.6% 43% False False 104,948
100 100.73 78.83 21.90 24.7% 2.34 2.6% 45% False False 87,495
120 106.34 78.83 27.51 31.0% 2.27 2.6% 36% False False 74,452
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 0.63
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.85
2.618 97.61
1.618 95.01
1.000 93.40
0.618 92.41
HIGH 90.80
0.618 89.81
0.500 89.50
0.382 89.19
LOW 88.20
0.618 86.59
1.000 85.60
1.618 83.99
2.618 81.39
4.250 77.15
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 89.50 90.63
PP 89.24 89.99
S1 88.99 89.36

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

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