NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 10-Sep-2012
Day Change Summary
Previous Current
07-Sep-2012 10-Sep-2012 Change Change % Previous Week
Open 95.20 96.90 1.70 1.8% 97.07
High 97.35 97.29 -0.06 -0.1% 98.30
Low 94.73 96.04 1.31 1.4% 94.73
Close 97.06 97.21 0.15 0.2% 97.06
Range 2.62 1.25 -1.37 -52.3% 3.57
ATR 2.10 2.03 -0.06 -2.9% 0.00
Volume 97,628 71,937 -25,691 -26.3% 296,546
Daily Pivots for day following 10-Sep-2012
Classic Woodie Camarilla DeMark
R4 100.60 100.15 97.90
R3 99.35 98.90 97.55
R2 98.10 98.10 97.44
R1 97.65 97.65 97.32 97.88
PP 96.85 96.85 96.85 96.96
S1 96.40 96.40 97.10 96.63
S2 95.60 95.60 96.98
S3 94.35 95.15 96.87
S4 93.10 93.90 96.52
Weekly Pivots for week ending 07-Sep-2012
Classic Woodie Camarilla DeMark
R4 107.41 105.80 99.02
R3 103.84 102.23 98.04
R2 100.27 100.27 97.71
R1 98.66 98.66 97.39 97.68
PP 96.70 96.70 96.70 96.21
S1 95.09 95.09 96.73 94.11
S2 93.13 93.13 96.41
S3 89.56 91.52 96.08
S4 85.99 87.95 95.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.30 94.73 3.57 3.7% 2.19 2.2% 69% False False 73,696
10 98.30 94.63 3.67 3.8% 2.09 2.1% 70% False False 63,378
20 98.94 93.04 5.90 6.1% 1.89 1.9% 71% False False 61,035
40 98.94 87.84 11.10 11.4% 2.03 2.1% 84% False False 54,524
60 98.94 79.12 19.82 20.4% 2.26 2.3% 91% False False 51,686
80 98.94 79.12 19.82 20.4% 2.30 2.4% 91% False False 50,636
100 107.29 79.12 28.17 29.0% 2.21 2.3% 64% False False 49,807
120 110.02 79.12 30.90 31.8% 2.16 2.2% 59% False False 48,375
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.59
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 102.60
2.618 100.56
1.618 99.31
1.000 98.54
0.618 98.06
HIGH 97.29
0.618 96.81
0.500 96.67
0.382 96.52
LOW 96.04
0.618 95.27
1.000 94.79
1.618 94.02
2.618 92.77
4.250 90.73
Fisher Pivots for day following 10-Sep-2012
Pivot 1 day 3 day
R1 97.03 96.98
PP 96.85 96.75
S1 96.67 96.52

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

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