NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 05-Oct-2012
Day Change Summary
Previous Current
04-Oct-2012 05-Oct-2012 Change Change % Previous Week
Open 88.84 92.31 3.47 3.9% 92.86
High 92.60 92.41 -0.19 -0.2% 94.09
Low 88.74 89.87 1.13 1.3% 88.54
Close 92.48 90.71 -1.77 -1.9% 90.71
Range 3.86 2.54 -1.32 -34.2% 5.55
ATR 2.33 2.35 0.02 0.8% 0.00
Volume 35,149 33,407 -1,742 -5.0% 135,166
Daily Pivots for day following 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.62 97.20 92.11
R3 96.08 94.66 91.41
R2 93.54 93.54 91.18
R1 92.12 92.12 90.94 91.56
PP 91.00 91.00 91.00 90.72
S1 89.58 89.58 90.48 89.02
S2 88.46 88.46 90.24
S3 85.92 87.04 90.01
S4 83.38 84.50 89.31
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.76 104.79 93.76
R3 102.21 99.24 92.24
R2 96.66 96.66 91.73
R1 93.69 93.69 91.22 92.40
PP 91.11 91.11 91.11 90.47
S1 88.14 88.14 90.20 86.85
S2 85.56 85.56 89.69
S3 80.01 82.59 89.18
S4 74.46 77.04 87.66
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.09 88.54 5.55 6.1% 2.70 3.0% 39% False False 27,033
10 94.09 88.54 5.55 6.1% 2.39 2.6% 39% False False 26,583
20 101.19 88.54 12.65 13.9% 2.33 2.6% 17% False False 26,467
40 101.19 88.54 12.65 13.9% 2.07 2.3% 17% False False 22,082
60 101.19 87.99 13.20 14.6% 2.01 2.2% 21% False False 18,948
80 101.19 79.69 21.50 23.7% 2.11 2.3% 51% False False 16,583
100 101.19 79.69 21.50 23.7% 2.10 2.3% 51% False False 14,563
120 107.14 79.69 27.45 30.3% 1.99 2.2% 40% False False 12,979
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 99.06
1.618 96.52
1.000 94.95
0.618 93.98
HIGH 92.41
0.618 91.44
0.500 91.14
0.382 90.84
LOW 89.87
0.618 88.30
1.000 87.33
1.618 85.76
2.618 83.22
4.250 79.08
Fisher Pivots for day following 05-Oct-2012
Pivot 1 day 3 day
R1 91.14 90.66
PP 91.00 90.62
S1 90.85 90.57

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

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