NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 08-Oct-2012
Day Change Summary
Previous Current
05-Oct-2012 08-Oct-2012 Change Change % Previous Week
Open 92.31 90.66 -1.65 -1.8% 92.86
High 92.41 90.66 -1.75 -1.9% 94.09
Low 89.87 89.07 -0.80 -0.9% 88.54
Close 90.71 90.18 -0.53 -0.6% 90.71
Range 2.54 1.59 -0.95 -37.4% 5.55
ATR 2.35 2.30 -0.05 -2.2% 0.00
Volume 33,407 37,643 4,236 12.7% 135,166
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.74 94.05 91.05
R3 93.15 92.46 90.62
R2 91.56 91.56 90.47
R1 90.87 90.87 90.33 90.42
PP 89.97 89.97 89.97 89.75
S1 89.28 89.28 90.03 88.83
S2 88.38 88.38 89.89
S3 86.79 87.69 89.74
S4 85.20 86.10 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 93.70 88.54 5.16 5.7% 2.63 2.9% 32% False False 30,680
10 94.09 88.54 5.55 6.2% 2.35 2.6% 30% False False 27,998
20 101.19 88.54 12.65 14.0% 2.35 2.6% 13% False False 27,451
40 101.19 88.54 12.65 14.0% 2.07 2.3% 13% False False 22,626
60 101.19 88.25 12.94 14.3% 2.01 2.2% 15% False False 19,436
80 101.19 79.69 21.50 23.8% 2.11 2.3% 49% False False 16,986
100 101.19 79.69 21.50 23.8% 2.09 2.3% 49% False False 14,902
120 107.14 79.69 27.45 30.4% 1.99 2.2% 38% False False 13,257
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 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.42
2.618 94.82
1.618 93.23
1.000 92.25
0.618 91.64
HIGH 90.66
0.618 90.05
0.500 89.87
0.382 89.68
LOW 89.07
0.618 88.09
1.000 87.48
1.618 86.50
2.618 84.91
4.250 82.31
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 90.08 90.67
PP 89.97 90.51
S1 89.87 90.34

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

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