NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 16-Aug-2012
Day Change Summary
Previous Current
15-Aug-2012 16-Aug-2012 Change Change % Previous Week
Open 94.34 95.17 0.83 0.9% 92.29
High 95.89 96.64 0.75 0.8% 95.61
Low 93.81 94.95 1.14 1.2% 91.60
Close 95.27 96.51 1.24 1.3% 93.83
Range 2.08 1.69 -0.39 -18.8% 4.01
ATR 2.18 2.15 -0.04 -1.6% 0.00
Volume 55,553 97,035 41,482 74.7% 291,234
Daily Pivots for day following 16-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.10 100.50 97.44
R3 99.41 98.81 96.97
R2 97.72 97.72 96.82
R1 97.12 97.12 96.66 97.42
PP 96.03 96.03 96.03 96.19
S1 95.43 95.43 96.36 95.73
S2 94.34 94.34 96.20
S3 92.65 93.74 96.05
S4 90.96 92.05 95.58
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.71 103.78 96.04
R3 101.70 99.77 94.93
R2 97.69 97.69 94.57
R1 95.76 95.76 94.20 96.73
PP 93.68 93.68 93.68 94.16
S1 91.75 91.75 93.46 92.72
S2 89.67 89.67 93.09
S3 85.66 87.74 92.73
S4 81.65 83.73 91.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.64 92.66 3.98 4.1% 1.78 1.8% 97% True False 62,634
10 96.64 88.38 8.26 8.6% 2.02 2.1% 98% True False 60,767
20 96.64 87.84 8.80 9.1% 2.11 2.2% 99% True False 51,648
40 96.64 79.12 17.52 18.2% 2.37 2.5% 99% True False 49,866
60 96.64 79.12 17.52 18.2% 2.43 2.5% 99% True False 48,514
80 107.29 79.12 28.17 29.2% 2.31 2.4% 62% False False 48,162
100 109.39 79.12 30.27 31.4% 2.21 2.3% 57% False False 46,654
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 True
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.82
2.618 101.06
1.618 99.37
1.000 98.33
0.618 97.68
HIGH 96.64
0.618 95.99
0.500 95.80
0.382 95.60
LOW 94.95
0.618 93.91
1.000 93.26
1.618 92.22
2.618 90.53
4.250 87.77
Fisher Pivots for day following 16-Aug-2012
Pivot 1 day 3 day
R1 96.27 96.05
PP 96.03 95.59
S1 95.80 95.13

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

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