NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 86.10 84.65 -1.45 -1.7% 86.89
High 87.11 86.04 -1.07 -1.2% 88.20
Low 83.68 83.89 0.21 0.3% 82.76
Close 84.88 85.67 0.79 0.9% 85.58
Range 3.43 2.15 -1.28 -37.3% 5.44
ATR 2.42 2.40 -0.02 -0.8% 0.00
Volume 28,192 34,166 5,974 21.2% 223,065
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 91.65 90.81 86.85
R3 89.50 88.66 86.26
R2 87.35 87.35 86.06
R1 86.51 86.51 85.87 86.93
PP 85.20 85.20 85.20 85.41
S1 84.36 84.36 85.47 84.78
S2 83.05 83.05 85.28
S3 80.90 82.21 85.08
S4 78.75 80.06 84.49
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 101.83 99.15 88.57
R3 96.39 93.71 87.08
R2 90.95 90.95 86.58
R1 88.27 88.27 86.08 86.89
PP 85.51 85.51 85.51 84.83
S1 82.83 82.83 85.08 81.45
S2 80.07 80.07 84.58
S3 74.63 77.39 84.08
S4 69.19 71.95 82.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.11 83.68 3.43 4.0% 2.08 2.4% 58% False False 36,411
10 88.47 82.76 5.71 6.7% 2.65 3.1% 51% False False 45,718
20 94.37 82.71 11.66 13.6% 2.48 2.9% 25% False False 45,475
40 107.29 82.71 24.58 28.7% 2.19 2.6% 12% False False 46,230
60 109.39 82.71 26.68 31.1% 2.06 2.4% 11% False False 44,600
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 0.72
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.18
2.618 91.67
1.618 89.52
1.000 88.19
0.618 87.37
HIGH 86.04
0.618 85.22
0.500 84.97
0.382 84.71
LOW 83.89
0.618 82.56
1.000 81.74
1.618 80.41
2.618 78.26
4.250 74.75
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 85.44 85.58
PP 85.20 85.49
S1 84.97 85.40

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

View Archives - Comment on this page... - Back to Index of Symbols