NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 87.79 87.45 -0.34 -0.4% 85.92
High 88.06 89.21 1.15 1.3% 89.21
Low 85.90 87.39 1.49 1.7% 85.43
Close 87.73 88.76 1.03 1.2% 88.76
Range 2.16 1.82 -0.34 -15.7% 3.78
ATR 2.75 2.68 -0.07 -2.4% 0.00
Volume 41,240 40,388 -852 -2.1% 201,506
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 93.91 93.16 89.76
R3 92.09 91.34 89.26
R2 90.27 90.27 89.09
R1 89.52 89.52 88.93 89.90
PP 88.45 88.45 88.45 88.64
S1 87.70 87.70 88.59 88.08
S2 86.63 86.63 88.43
S3 84.81 85.88 88.26
S4 82.99 84.06 87.76
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.14 97.73 90.84
R3 95.36 93.95 89.80
R2 91.58 91.58 89.45
R1 90.17 90.17 89.11 90.88
PP 87.80 87.80 87.80 88.15
S1 86.39 86.39 88.41 87.10
S2 84.02 84.02 88.07
S3 80.24 82.61 87.72
S4 76.46 78.83 86.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.21 85.43 3.78 4.3% 2.11 2.4% 88% True False 40,301
10 90.36 80.16 10.20 11.5% 2.99 3.4% 84% False False 48,047
20 90.36 79.12 11.24 12.7% 2.73 3.1% 86% False False 46,009
40 95.35 79.12 16.23 18.3% 2.58 2.9% 59% False False 46,748
60 107.29 79.12 28.17 31.7% 2.33 2.6% 34% False False 46,662
80 110.02 79.12 30.90 34.8% 2.22 2.5% 31% False False 45,300
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.29
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 96.95
2.618 93.97
1.618 92.15
1.000 91.03
0.618 90.33
HIGH 89.21
0.618 88.51
0.500 88.30
0.382 88.09
LOW 87.39
0.618 86.27
1.000 85.57
1.618 84.45
2.618 82.63
4.250 79.66
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 88.61 88.36
PP 88.45 87.95
S1 88.30 87.55

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

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