NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 29-Aug-2012
Day Change Summary
Previous Current
28-Aug-2012 29-Aug-2012 Change Change % Previous Week
Open 96.75 97.14 0.39 0.4% 97.64
High 97.58 97.42 -0.16 -0.2% 99.38
Low 96.36 95.87 -0.49 -0.5% 96.45
Close 97.37 96.55 -0.82 -0.8% 97.20
Range 1.22 1.55 0.33 27.0% 2.93
ATR 1.87 1.85 -0.02 -1.2% 0.00
Volume 14,725 14,290 -435 -3.0% 79,124
Daily Pivots for day following 29-Aug-2012
Classic Woodie Camarilla DeMark
R4 101.26 100.46 97.40
R3 99.71 98.91 96.98
R2 98.16 98.16 96.83
R1 97.36 97.36 96.69 96.99
PP 96.61 96.61 96.61 96.43
S1 95.81 95.81 96.41 95.44
S2 95.06 95.06 96.27
S3 93.51 94.26 96.12
S4 91.96 92.71 95.70
Weekly Pivots for week ending 24-Aug-2012
Classic Woodie Camarilla DeMark
R4 106.47 104.76 98.81
R3 103.54 101.83 98.01
R2 100.61 100.61 97.74
R1 98.90 98.90 97.47 98.29
PP 97.68 97.68 97.68 97.37
S1 95.97 95.97 96.93 95.36
S2 94.75 94.75 96.66
S3 91.82 93.04 96.39
S4 88.89 90.11 95.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.38 95.54 3.84 4.0% 1.97 2.0% 26% False False 15,015
10 99.38 95.40 3.98 4.1% 1.68 1.7% 29% False False 16,566
20 99.38 88.60 10.78 11.2% 1.79 1.9% 74% False False 16,704
40 99.38 85.97 13.41 13.9% 1.85 1.9% 79% False False 13,602
60 99.38 79.69 19.69 20.4% 2.08 2.2% 86% False False 12,156
80 99.38 79.69 19.69 20.4% 2.00 2.1% 86% False False 10,440
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.01
2.618 101.48
1.618 99.93
1.000 98.97
0.618 98.38
HIGH 97.42
0.618 96.83
0.500 96.65
0.382 96.46
LOW 95.87
0.618 94.91
1.000 94.32
1.618 93.36
2.618 91.81
4.250 89.28
Fisher Pivots for day following 29-Aug-2012
Pivot 1 day 3 day
R1 96.65 97.09
PP 96.61 96.91
S1 96.58 96.73

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

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