NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 85.77 86.23 0.46 0.5% 90.70
High 86.73 87.68 0.95 1.1% 91.75
Low 85.60 86.16 0.56 0.7% 85.52
Close 86.19 86.73 0.54 0.6% 86.80
Range 1.13 1.52 0.39 34.5% 6.23
ATR 2.09 2.05 -0.04 -1.9% 0.00
Volume 48,477 39,593 -8,884 -18.3% 291,811
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.42 90.59 87.57
R3 89.90 89.07 87.15
R2 88.38 88.38 87.01
R1 87.55 87.55 86.87 87.97
PP 86.86 86.86 86.86 87.06
S1 86.03 86.03 86.59 86.45
S2 85.34 85.34 86.45
S3 83.82 84.51 86.31
S4 82.30 82.99 85.89
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 106.71 102.99 90.23
R3 100.48 96.76 88.51
R2 94.25 94.25 87.94
R1 90.53 90.53 87.37 89.28
PP 88.02 88.02 88.02 87.40
S1 84.30 84.30 86.23 83.05
S2 81.79 81.79 85.66
S3 75.56 78.07 85.09
S4 69.33 71.84 83.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.68 85.18 2.50 2.9% 1.45 1.7% 62% True False 53,319
10 93.98 85.18 8.80 10.1% 2.10 2.4% 18% False False 50,690
20 94.46 85.18 9.28 10.7% 2.13 2.5% 17% False False 47,240
40 101.19 85.18 16.01 18.5% 2.20 2.5% 10% False False 36,344
60 101.19 85.18 16.01 18.5% 2.02 2.3% 10% False False 30,020
80 101.19 85.18 16.01 18.5% 2.01 2.3% 10% False False 25,433
100 101.19 79.69 21.50 24.8% 2.09 2.4% 33% False False 22,156
120 101.19 79.69 21.50 24.8% 2.08 2.4% 33% False False 19,510
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.14
2.618 91.66
1.618 90.14
1.000 89.20
0.618 88.62
HIGH 87.68
0.618 87.10
0.500 86.92
0.382 86.74
LOW 86.16
0.618 85.22
1.000 84.64
1.618 83.70
2.618 82.18
4.250 79.70
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 86.92 86.63
PP 86.86 86.53
S1 86.79 86.43

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

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