NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 24-Oct-2012
Day Change Summary
Previous Current
23-Oct-2012 24-Oct-2012 Change Change % Previous Week
Open 89.14 86.60 -2.54 -2.8% 91.99
High 89.29 87.47 -1.82 -2.0% 93.49
Low 85.69 84.94 -0.75 -0.9% 90.19
Close 86.67 85.73 -0.94 -1.1% 90.44
Range 3.60 2.53 -1.07 -29.7% 3.30
ATR 2.38 2.39 0.01 0.5% 0.00
Volume 309,492 298,160 -11,332 -3.7% 952,033
Daily Pivots for day following 24-Oct-2012
Classic Woodie Camarilla DeMark
R4 93.64 92.21 87.12
R3 91.11 89.68 86.43
R2 88.58 88.58 86.19
R1 87.15 87.15 85.96 86.60
PP 86.05 86.05 86.05 85.77
S1 84.62 84.62 85.50 84.07
S2 83.52 83.52 85.27
S3 80.99 82.09 85.03
S4 78.46 79.56 84.34
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.27 99.16 92.26
R3 97.97 95.86 91.35
R2 94.67 94.67 91.05
R1 92.56 92.56 90.74 91.97
PP 91.37 91.37 91.37 91.08
S1 89.26 89.26 90.14 88.67
S2 88.07 88.07 89.84
S3 84.77 85.96 89.53
S4 81.47 82.66 88.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.49 84.94 8.55 10.0% 2.80 3.3% 9% False True 277,808
10 93.49 84.94 8.55 10.0% 2.19 2.6% 9% False True 207,343
20 94.02 84.94 9.08 10.6% 2.38 2.8% 9% False True 151,074
40 101.01 84.94 16.07 18.7% 2.33 2.7% 5% False True 110,698
60 101.01 84.94 16.07 18.7% 2.21 2.6% 5% False True 93,068
80 101.01 84.94 16.07 18.7% 2.23 2.6% 5% False True 80,664
100 101.01 79.12 21.89 25.5% 2.34 2.7% 30% False False 74,304
120 101.01 79.12 21.89 25.5% 2.31 2.7% 30% False False 69,642
Crabel Price Patterns
NR True
NR4 True
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 0.57
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.22
2.618 94.09
1.618 91.56
1.000 90.00
0.618 89.03
HIGH 87.47
0.618 86.50
0.500 86.21
0.382 85.91
LOW 84.94
0.618 83.38
1.000 82.41
1.618 80.85
2.618 78.32
4.250 74.19
Fisher Pivots for day following 24-Oct-2012
Pivot 1 day 3 day
R1 86.21 88.11
PP 86.05 87.31
S1 85.89 86.52

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

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