NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 14-Sep-2012
Day Change Summary
Previous Current
13-Sep-2012 14-Sep-2012 Change Change % Previous Week
Open 97.51 98.63 1.12 1.1% 96.90
High 99.19 101.01 1.82 1.8% 101.01
Low 97.14 98.63 1.49 1.5% 96.04
Close 98.92 99.63 0.71 0.7% 99.63
Range 2.05 2.38 0.33 16.1% 4.97
ATR 1.96 1.99 0.03 1.5% 0.00
Volume 64,944 112,404 47,460 73.1% 365,476
Daily Pivots for day following 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 106.90 105.64 100.94
R3 104.52 103.26 100.28
R2 102.14 102.14 100.07
R1 100.88 100.88 99.85 101.51
PP 99.76 99.76 99.76 100.07
S1 98.50 98.50 99.41 99.13
S2 97.38 97.38 99.19
S3 95.00 96.12 98.98
S4 92.62 93.74 98.32
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 113.80 111.69 102.36
R3 108.83 106.72 101.00
R2 103.86 103.86 100.54
R1 101.75 101.75 100.09 102.81
PP 98.89 98.89 98.89 99.42
S1 96.78 96.78 99.17 97.84
S2 93.92 93.92 98.72
S3 88.95 91.81 98.26
S4 83.98 86.84 96.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.01 96.04 4.97 5.0% 1.71 1.7% 72% True False 73,095
10 101.01 94.73 6.28 6.3% 2.06 2.1% 78% True False 71,095
20 101.01 94.63 6.38 6.4% 1.90 1.9% 78% True False 62,979
40 101.01 87.84 13.17 13.2% 2.01 2.0% 90% True False 57,313
60 101.01 79.12 21.89 22.0% 2.21 2.2% 94% True False 54,237
80 101.01 79.12 21.89 22.0% 2.30 2.3% 94% True False 52,130
100 107.29 79.12 28.17 28.3% 2.23 2.2% 73% False False 51,125
120 109.39 79.12 30.27 30.4% 2.16 2.2% 68% False False 49,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 111.13
2.618 107.24
1.618 104.86
1.000 103.39
0.618 102.48
HIGH 101.01
0.618 100.10
0.500 99.82
0.382 99.54
LOW 98.63
0.618 97.16
1.000 96.25
1.618 94.78
2.618 92.40
4.250 88.52
Fisher Pivots for day following 14-Sep-2012
Pivot 1 day 3 day
R1 99.82 99.42
PP 99.76 99.20
S1 99.69 98.99

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

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