NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 10-Oct-2012
Day Change Summary
Previous Current
09-Oct-2012 10-Oct-2012 Change Change % Previous Week
Open 90.02 92.60 2.58 2.9% 92.56
High 93.30 94.02 0.72 0.8% 93.68
Low 89.69 91.42 1.73 1.9% 88.09
Close 92.78 91.64 -1.14 -1.2% 90.27
Range 3.61 2.60 -1.01 -28.0% 5.59
ATR 2.47 2.48 0.01 0.4% 0.00
Volume 89,837 131,742 41,905 46.6% 431,387
Daily Pivots for day following 10-Oct-2012
Classic Woodie Camarilla DeMark
R4 100.16 98.50 93.07
R3 97.56 95.90 92.36
R2 94.96 94.96 92.12
R1 93.30 93.30 91.88 92.83
PP 92.36 92.36 92.36 92.13
S1 90.70 90.70 91.40 90.23
S2 89.76 89.76 91.16
S3 87.16 88.10 90.93
S4 84.56 85.50 90.21
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 94.02 88.29 5.73 6.3% 2.89 3.1% 58% True False 109,007
10 94.02 88.09 5.93 6.5% 2.56 2.8% 60% True False 94,805
20 101.01 88.09 12.92 14.1% 2.61 2.8% 27% False False 86,318
40 101.01 88.09 12.92 14.1% 2.24 2.4% 27% False False 74,030
60 101.01 87.84 13.17 14.4% 2.20 2.4% 29% False False 65,736
80 101.01 79.12 21.89 23.9% 2.33 2.5% 57% False False 60,969
100 101.01 79.12 21.89 23.9% 2.36 2.6% 57% False False 57,908
120 107.29 79.12 28.17 30.7% 2.28 2.5% 44% False False 56,081
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.07
2.618 100.83
1.618 98.23
1.000 96.62
0.618 95.63
HIGH 94.02
0.618 93.03
0.500 92.72
0.382 92.41
LOW 91.42
0.618 89.81
1.000 88.82
1.618 87.21
2.618 84.61
4.250 80.37
Fisher Pivots for day following 10-Oct-2012
Pivot 1 day 3 day
R1 92.72 91.53
PP 92.36 91.42
S1 92.00 91.32

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

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