NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 92.52 92.48 -0.04 0.0% 90.26
High 93.27 92.99 -0.28 -0.3% 94.02
Low 91.99 91.12 -0.87 -0.9% 88.61
Close 92.59 92.53 -0.06 -0.1% 92.28
Range 1.28 1.87 0.59 46.1% 5.41
ATR 2.19 2.17 -0.02 -1.1% 0.00
Volume 158,428 175,857 17,429 11.0% 570,187
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 97.82 97.05 93.56
R3 95.95 95.18 93.04
R2 94.08 94.08 92.87
R1 93.31 93.31 92.70 93.70
PP 92.21 92.21 92.21 92.41
S1 91.44 91.44 92.36 91.83
S2 90.34 90.34 92.19
S3 88.47 89.57 92.02
S4 86.60 87.70 91.50
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 93.27 90.27 3.00 3.2% 1.59 1.7% 75% False False 140,799
10 94.02 88.61 5.41 5.8% 2.03 2.2% 72% False False 129,230
20 94.15 88.09 6.06 6.5% 2.18 2.4% 73% False False 102,747
40 101.01 88.09 12.92 14.0% 2.25 2.4% 34% False False 86,241
60 101.01 88.05 12.96 14.0% 2.14 2.3% 35% False False 75,050
80 101.01 79.12 21.89 23.7% 2.26 2.4% 61% False False 68,026
100 101.01 79.12 21.89 23.7% 2.35 2.5% 61% False False 64,317
120 107.29 79.12 28.17 30.4% 2.30 2.5% 48% False False 61,406
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.94
2.618 97.89
1.618 96.02
1.000 94.86
0.618 94.15
HIGH 92.99
0.618 92.28
0.500 92.06
0.382 91.83
LOW 91.12
0.618 89.96
1.000 89.25
1.618 88.09
2.618 86.22
4.250 83.17
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 92.37 92.42
PP 92.21 92.31
S1 92.06 92.20

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

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