NYMEX Light Sweet Crude Oil Future December 2012

Trading Metrics calculated at close of trading on 12-Oct-2012

Day Change Summary
	Previous	Current
	11-Oct-2012	12-Oct-2012	Change	Change %	Previous Week
Open	91.58	92.84	1.26	1.4%	90.26
High	93.33	93.06	-0.27	-0.3%	94.02
Low	91.50	91.58	0.08	0.1%	88.61
Close	92.50	92.28	-0.22	-0.2%	92.28
Range	1.83	1.48	-0.35	-19.1%	5.41
ATR	2.43	2.37	-0.07	-2.8%	0.00
Volume	156,251	81,777	-74,474	-47.7%	570,187

Daily Pivots for day following 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.75	95.99	93.09
R3	95.27	94.51	92.69
R2	93.79	93.79	92.55
R1	93.03	93.03	92.42	92.67
PP	92.31	92.31	92.31	92.13
S1	91.55	91.55	92.14	91.19
S2	90.83	90.83	92.01
S3	89.35	90.07	91.87
S4	87.87	88.59	91.47

Weekly Pivots for week ending 12-Oct-2012
	Classic	Woodie	Camarilla	DeMark
R4	107.87	105.48	95.26
R3	102.46	100.07	93.77
R2	97.05	97.05	93.27
R1	94.66	94.66	92.78	95.86
PP	91.64	91.64	91.64	92.23
S1	89.25	89.25	91.78	90.45
S2	86.23	86.23	91.29
S3	80.82	83.84	90.79
S4	75.41	78.43	89.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	94.02	88.61	5.41	5.9%	2.23	2.4%	68%	False	False	114,037
10	94.02	88.09	5.93	6.4%	2.52	2.7%	71%	False	False	100,157
20	100.10	88.09	12.01	13.0%	2.55	2.8%	35%	False	False	89,352
40	101.01	88.09	12.92	14.0%	2.23	2.4%	32%	False	False	76,166
60	101.01	87.84	13.17	14.3%	2.19	2.4%	34%	False	False	67,993
80	101.01	79.12	21.89	23.7%	2.30	2.5%	60%	False	False	63,016
100	101.01	79.12	21.89	23.7%	2.35	2.5%	60%	False	False	59,575
120	107.29	79.12	28.17	30.5%	2.28	2.5%	47%	False	False	57,496

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	99.35
2.618	96.93
1.618	95.45
1.000	94.54
0.618	93.97
HIGH	93.06
0.618	92.49
0.500	92.32
0.382	92.15
LOW	91.58
0.618	90.67
1.000	90.10
1.618	89.19
2.618	87.71
4.250	85.29

Fisher Pivots for day following 12-Oct-2012
Pivot	1 day	3 day
R1	92.32	92.72
PP	92.31	92.57
S1	92.29	92.43

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols