NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 17-Sep-2012
Day Change Summary
Previous Current
14-Sep-2012 17-Sep-2012 Change Change % Previous Week
Open 98.63 99.80 1.17 1.2% 96.90
High 101.01 100.10 -0.91 -0.9% 101.01
Low 98.63 95.29 -3.34 -3.4% 96.04
Close 99.63 97.25 -2.38 -2.4% 99.63
Range 2.38 4.81 2.43 102.1% 4.97
ATR 1.99 2.19 0.20 10.1% 0.00
Volume 112,404 106,498 -5,906 -5.3% 365,476
Daily Pivots for day following 17-Sep-2012
Classic Woodie Camarilla DeMark
R4 111.98 109.42 99.90
R3 107.17 104.61 98.57
R2 102.36 102.36 98.13
R1 99.80 99.80 97.69 98.68
PP 97.55 97.55 97.55 96.98
S1 94.99 94.99 96.81 93.87
S2 92.74 92.74 96.37
S3 87.93 90.18 95.93
S4 83.12 85.37 94.60
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 95.29 5.72 5.9% 2.43 2.5% 34% False True 80,007
10 101.01 94.73 6.28 6.5% 2.31 2.4% 40% False False 76,852
20 101.01 94.63 6.38 6.6% 2.08 2.1% 41% False False 65,203
40 101.01 87.84 13.17 13.5% 2.09 2.1% 71% False False 58,082
60 101.01 79.12 21.89 22.5% 2.24 2.3% 83% False False 54,619
80 101.01 79.12 21.89 22.5% 2.33 2.4% 83% False False 52,903
100 107.29 79.12 28.17 29.0% 2.26 2.3% 64% False False 51,820
120 108.90 79.12 29.78 30.6% 2.19 2.3% 61% False False 50,099
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 0.49
Widest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 120.54
2.618 112.69
1.618 107.88
1.000 104.91
0.618 103.07
HIGH 100.10
0.618 98.26
0.500 97.70
0.382 97.13
LOW 95.29
0.618 92.32
1.000 90.48
1.618 87.51
2.618 82.70
4.250 74.85
Fisher Pivots for day following 17-Sep-2012
Pivot 1 day 3 day
R1 97.70 98.15
PP 97.55 97.85
S1 97.40 97.55

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

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