NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 09-Oct-2012
Day Change Summary
Previous Current
08-Oct-2012 09-Oct-2012 Change Change % Previous Week
Open 90.26 90.02 -0.24 -0.3% 92.56
High 90.26 93.30 3.04 3.4% 93.68
Low 88.61 89.69 1.08 1.2% 88.09
Close 89.73 92.78 3.05 3.4% 90.27
Range 1.65 3.61 1.96 118.8% 5.59
ATR 2.38 2.47 0.09 3.7% 0.00
Volume 110,580 89,837 -20,743 -18.8% 431,387
Daily Pivots for day following 09-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.75 101.38 94.77
R3 99.14 97.77 93.77
R2 95.53 95.53 93.44
R1 94.16 94.16 93.11 94.85
PP 91.92 91.92 91.92 92.27
S1 90.55 90.55 92.45 91.24
S2 88.31 88.31 92.12
S3 84.70 86.94 91.79
S4 81.09 83.33 90.79
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.45 104.45 93.34
R3 101.86 98.86 91.81
R2 96.27 96.27 91.29
R1 93.27 93.27 90.78 91.98
PP 90.68 90.68 90.68 90.03
S1 87.68 87.68 89.76 86.39
S2 85.09 85.09 89.25
S3 79.50 82.09 88.73
S4 73.91 76.50 87.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.30 88.09 5.21 5.6% 3.18 3.4% 90% True False 97,581
10 93.68 88.09 5.59 6.0% 2.54 2.7% 84% False False 87,897
20 101.01 88.09 12.92 13.9% 2.57 2.8% 36% False False 82,803
40 101.01 88.09 12.92 13.9% 2.21 2.4% 36% False False 72,081
60 101.01 87.84 13.17 14.2% 2.19 2.4% 38% False False 64,275
80 101.01 79.12 21.89 23.6% 2.34 2.5% 62% False False 59,675
100 101.01 79.12 21.89 23.6% 2.35 2.5% 62% False False 57,074
120 107.29 79.12 28.17 30.4% 2.27 2.4% 48% False False 55,315
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.33
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 108.64
2.618 102.75
1.618 99.14
1.000 96.91
0.618 95.53
HIGH 93.30
0.618 91.92
0.500 91.50
0.382 91.07
LOW 89.69
0.618 87.46
1.000 86.08
1.618 83.85
2.618 80.24
4.250 74.35
Fisher Pivots for day following 09-Oct-2012
Pivot 1 day 3 day
R1 92.35 92.17
PP 91.92 91.56
S1 91.50 90.96

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

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