NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 92.36 91.20 -1.16 -1.3% 99.80
High 93.51 91.65 -1.86 -2.0% 100.10
Low 90.90 89.30 -1.60 -1.8% 91.26
Close 91.71 90.34 -1.37 -1.5% 93.21
Range 2.61 2.35 -0.26 -10.0% 8.84
ATR 2.30 2.30 0.01 0.4% 0.00
Volume 50,012 62,670 12,658 25.3% 428,037
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 97.48 96.26 91.63
R3 95.13 93.91 90.99
R2 92.78 92.78 90.77
R1 91.56 91.56 90.56 91.00
PP 90.43 90.43 90.43 90.15
S1 89.21 89.21 90.12 88.65
S2 88.08 88.08 89.91
S3 85.73 86.86 89.69
S4 83.38 84.51 89.05
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 121.38 116.13 98.07
R3 112.54 107.29 95.64
R2 103.70 103.70 94.83
R1 98.45 98.45 94.02 96.66
PP 94.86 94.86 94.86 93.96
S1 89.61 89.61 92.40 87.82
S2 86.02 86.02 91.59
S3 77.18 80.77 90.78
S4 68.34 71.93 88.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.15 89.30 4.85 5.4% 2.06 2.3% 21% False True 68,794
10 101.01 89.30 11.71 13.0% 2.66 2.9% 9% False True 77,832
20 101.01 89.30 11.71 13.0% 2.29 2.5% 9% False True 70,322
40 101.01 88.05 12.96 14.3% 2.12 2.3% 18% False False 64,065
60 101.01 85.10 15.91 17.6% 2.18 2.4% 33% False False 57,195
80 101.01 79.12 21.89 24.2% 2.33 2.6% 51% False False 55,111
100 101.01 79.12 21.89 24.2% 2.30 2.5% 51% False False 53,356
120 107.29 79.12 28.17 31.2% 2.20 2.4% 40% False False 51,827
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 False
Bear Hook False
Bull Hook False
Stretch 0.49
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.64
2.618 97.80
1.618 95.45
1.000 94.00
0.618 93.10
HIGH 91.65
0.618 90.75
0.500 90.48
0.382 90.20
LOW 89.30
0.618 87.85
1.000 86.95
1.618 85.50
2.618 83.15
4.250 79.31
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 90.48 91.41
PP 90.43 91.05
S1 90.39 90.70

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

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