NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 06-Sep-2012
Day Change Summary
Previous Current
05-Sep-2012 06-Sep-2012 Change Change % Previous Week
Open 96.25 96.60 0.35 0.4% 97.20
High 96.67 98.30 1.63 1.7% 98.27
Low 94.96 95.25 0.29 0.3% 94.63
Close 96.03 96.16 0.13 0.1% 97.07
Range 1.71 3.05 1.34 78.4% 3.64
ATR 1.98 2.05 0.08 3.9% 0.00
Volume 71,846 59,634 -12,212 -17.0% 265,297
Daily Pivots for day following 06-Sep-2012
Classic Woodie Camarilla DeMark
R4 105.72 103.99 97.84
R3 102.67 100.94 97.00
R2 99.62 99.62 96.72
R1 97.89 97.89 96.44 97.23
PP 96.57 96.57 96.57 96.24
S1 94.84 94.84 95.88 94.18
S2 93.52 93.52 95.60
S3 90.47 91.79 95.32
S4 87.42 88.74 94.48
Weekly Pivots for week ending 31-Aug-2012
Classic Woodie Camarilla DeMark
R4 107.58 105.96 99.07
R3 103.94 102.32 98.07
R2 100.30 100.30 97.74
R1 98.68 98.68 97.40 97.67
PP 96.66 96.66 96.66 96.15
S1 95.04 95.04 96.74 94.03
S2 93.02 93.02 96.40
S3 89.38 91.40 96.07
S4 85.74 87.76 95.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.30 94.63 3.67 3.8% 2.19 2.3% 42% True False 58,657
10 98.94 94.63 4.31 4.5% 2.12 2.2% 35% False False 57,727
20 98.94 92.66 6.28 6.5% 1.84 1.9% 56% False False 58,442
40 98.94 85.90 13.04 13.6% 2.03 2.1% 79% False False 52,326
60 98.94 79.12 19.82 20.6% 2.26 2.3% 86% False False 50,222
80 98.94 79.12 19.82 20.6% 2.31 2.4% 86% False False 49,445
100 107.29 79.12 28.17 29.3% 2.21 2.3% 60% False False 49,218
120 110.02 79.12 30.90 32.1% 2.15 2.2% 55% False False 47,556
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 0.66
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 111.26
2.618 106.28
1.618 103.23
1.000 101.35
0.618 100.18
HIGH 98.30
0.618 97.13
0.500 96.78
0.382 96.42
LOW 95.25
0.618 93.37
1.000 92.20
1.618 90.32
2.618 87.27
4.250 82.29
Fisher Pivots for day following 06-Sep-2012
Pivot 1 day 3 day
R1 96.78 96.63
PP 96.57 96.47
S1 96.37 96.32

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

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