NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 19-Oct-2012
Day Change Summary
Previous Current
18-Oct-2012 19-Oct-2012 Change Change % Previous Week
Open 92.92 93.02 0.10 0.1% 92.53
High 93.47 93.98 0.51 0.5% 93.98
Low 91.62 90.73 -0.89 -1.0% 90.73
Close 93.02 90.97 -2.05 -2.2% 90.97
Range 1.85 3.25 1.40 75.7% 3.25
ATR 2.10 2.18 0.08 3.9% 0.00
Volume 37,604 38,525 921 2.4% 209,935
Daily Pivots for day following 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.64 99.56 92.76
R3 98.39 96.31 91.86
R2 95.14 95.14 91.57
R1 93.06 93.06 91.27 92.48
PP 91.89 91.89 91.89 91.60
S1 89.81 89.81 90.67 89.23
S2 88.64 88.64 90.37
S3 85.39 86.56 90.08
S4 82.14 83.31 89.18
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 101.64 99.56 92.76
R3 98.39 96.31 91.86
R2 95.14 95.14 91.57
R1 93.06 93.06 91.27 92.48
PP 91.89 91.89 91.89 91.60
S1 89.81 89.81 90.67 89.23
S2 88.64 88.64 90.37
S3 85.39 86.56 90.08
S4 82.14 83.31 89.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.98 90.73 3.25 3.6% 1.91 2.1% 7% True True 41,987
10 94.46 89.07 5.39 5.9% 2.03 2.2% 35% False False 44,548
20 94.46 88.54 5.92 6.5% 2.21 2.4% 41% False False 35,566
40 101.19 88.54 12.65 13.9% 2.18 2.4% 19% False False 28,870
60 101.19 88.54 12.65 13.9% 2.03 2.2% 19% False False 24,494
80 101.19 79.69 21.50 23.6% 2.12 2.3% 52% False False 21,034
100 101.19 79.69 21.50 23.6% 2.14 2.4% 52% False False 18,576
120 106.82 79.69 27.13 29.8% 2.07 2.3% 42% False False 16,367
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 107.79
2.618 102.49
1.618 99.24
1.000 97.23
0.618 95.99
HIGH 93.98
0.618 92.74
0.500 92.36
0.382 91.97
LOW 90.73
0.618 88.72
1.000 87.48
1.618 85.47
2.618 82.22
4.250 76.92
Fisher Pivots for day following 19-Oct-2012
Pivot 1 day 3 day
R1 92.36 92.36
PP 91.89 91.89
S1 91.43 91.43

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

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