NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 93.30 92.07 -1.23 -1.3% 88.80
High 93.41 92.53 -0.88 -0.9% 94.08
Low 91.81 88.83 -2.98 -3.2% 88.10
Close 92.71 89.08 -3.63 -3.9% 92.71
Range 1.60 3.70 2.10 131.3% 5.98
ATR 2.49 2.59 0.10 4.0% 0.00
Volume 75,742 42,912 -32,830 -43.3% 257,715
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 101.25 98.86 91.12
R3 97.55 95.16 90.10
R2 93.85 93.85 89.76
R1 91.46 91.46 89.42 90.81
PP 90.15 90.15 90.15 89.82
S1 87.76 87.76 88.74 87.11
S2 86.45 86.45 88.40
S3 82.75 84.06 88.06
S4 79.05 80.36 87.05
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 109.57 107.12 96.00
R3 103.59 101.14 94.35
R2 97.61 97.61 93.81
R1 95.16 95.16 93.26 96.39
PP 91.63 91.63 91.63 92.24
S1 89.18 89.18 92.16 90.41
S2 85.65 85.65 91.61
S3 79.67 83.20 91.07
S4 73.69 77.22 89.42
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.08 88.83 5.25 5.9% 2.27 2.6% 5% False True 53,067
10 94.08 85.43 8.65 9.7% 2.17 2.4% 42% False False 45,656
20 94.08 79.12 14.96 16.8% 2.60 2.9% 67% False False 46,637
40 94.08 79.12 14.96 16.8% 2.63 3.0% 67% False False 47,576
60 107.29 79.12 28.17 31.6% 2.42 2.7% 35% False False 47,518
80 107.81 79.12 28.69 32.2% 2.26 2.5% 35% False False 46,214
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 108.26
2.618 102.22
1.618 98.52
1.000 96.23
0.618 94.82
HIGH 92.53
0.618 91.12
0.500 90.68
0.382 90.24
LOW 88.83
0.618 86.54
1.000 85.13
1.618 82.84
2.618 79.14
4.250 73.11
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 90.68 91.46
PP 90.15 90.66
S1 89.61 89.87

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

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