NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 06-Aug-2012
Day Change Summary
Previous Current
03-Aug-2012 06-Aug-2012 Change Change % Previous Week
Open 88.41 92.29 3.88 4.4% 91.22
High 92.64 93.25 0.61 0.7% 92.64
Low 88.38 91.60 3.22 3.6% 88.05
Close 92.33 93.15 0.82 0.9% 92.33
Range 4.26 1.65 -2.61 -61.3% 4.59
ATR 2.52 2.46 -0.06 -2.5% 0.00
Volume 61,789 67,347 5,558 9.0% 224,776
Daily Pivots for day following 06-Aug-2012
Classic Woodie Camarilla DeMark
R4 97.62 97.03 94.06
R3 95.97 95.38 93.60
R2 94.32 94.32 93.45
R1 93.73 93.73 93.30 94.03
PP 92.67 92.67 92.67 92.81
S1 92.08 92.08 93.00 92.38
S2 91.02 91.02 92.85
S3 89.37 90.43 92.70
S4 87.72 88.78 92.24
Weekly Pivots for week ending 03-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.78 103.14 94.85
R3 100.19 98.55 93.59
R2 95.60 95.60 93.17
R1 93.96 93.96 92.75 94.78
PP 91.01 91.01 91.01 91.42
S1 89.37 89.37 91.91 90.19
S2 86.42 86.42 91.49
S3 81.83 84.78 91.07
S4 77.24 80.19 89.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.25 88.05 5.20 5.6% 2.67 2.9% 98% True False 49,801
10 93.25 87.84 5.41 5.8% 2.27 2.4% 98% True False 43,576
20 94.08 85.43 8.65 9.3% 2.22 2.4% 89% False False 44,616
40 94.08 79.12 14.96 16.1% 2.56 2.7% 94% False False 46,041
60 98.52 79.12 19.40 20.8% 2.45 2.6% 72% False False 45,882
80 107.29 79.12 28.17 30.2% 2.28 2.4% 50% False False 46,656
100 110.02 79.12 30.90 33.2% 2.21 2.4% 45% False False 45,245
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.61
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 100.26
2.618 97.57
1.618 95.92
1.000 94.90
0.618 94.27
HIGH 93.25
0.618 92.62
0.500 92.43
0.382 92.23
LOW 91.60
0.618 90.58
1.000 89.95
1.618 88.93
2.618 87.28
4.250 84.59
Fisher Pivots for day following 06-Aug-2012
Pivot 1 day 3 day
R1 92.91 92.32
PP 92.67 91.48
S1 92.43 90.65

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

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