NYMEX Light Sweet Crude Oil Future February 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 92.63 90.77 -1.86 -2.0% 92.86
High 92.69 91.09 -1.60 -1.7% 94.46
Low 90.26 89.61 -0.65 -0.7% 89.01
Close 91.16 90.63 -0.53 -0.6% 91.16
Range 2.43 1.48 -0.95 -39.1% 5.45
ATR 2.27 2.22 -0.05 -2.3% 0.00
Volume 16,387 23,776 7,389 45.1% 89,681
Daily Pivots for day following 08-Oct-2012
Classic Woodie Camarilla DeMark
R4 94.88 94.24 91.44
R3 93.40 92.76 91.04
R2 91.92 91.92 90.90
R1 91.28 91.28 90.77 90.86
PP 90.44 90.44 90.44 90.24
S1 89.80 89.80 90.49 89.38
S2 88.96 88.96 90.36
S3 87.48 88.32 90.22
S4 86.00 86.84 89.82
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 107.89 104.98 94.16
R3 102.44 99.53 92.66
R2 96.99 96.99 92.16
R1 94.08 94.08 91.66 92.81
PP 91.54 91.54 91.54 90.91
S1 88.63 88.63 90.66 87.36
S2 86.09 86.09 90.16
S3 80.64 83.18 89.66
S4 75.19 77.73 88.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.12 89.01 5.11 5.6% 2.57 2.8% 32% False False 20,734
10 94.46 89.01 5.45 6.0% 2.28 2.5% 30% False False 17,159
20 101.53 89.01 12.52 13.8% 2.27 2.5% 13% False False 18,149
40 101.53 89.01 12.52 13.8% 1.93 2.1% 13% False False 14,280
60 101.53 88.66 12.87 14.2% 1.87 2.1% 15% False False 11,996
80 101.53 80.09 21.44 23.7% 1.94 2.1% 49% False False 10,361
100 101.53 80.09 21.44 23.7% 1.79 2.0% 49% False False 9,042
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 0.34
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 97.38
2.618 94.96
1.618 93.48
1.000 92.57
0.618 92.00
HIGH 91.09
0.618 90.52
0.500 90.35
0.382 90.18
LOW 89.61
0.618 88.70
1.000 88.13
1.618 87.22
2.618 85.74
4.250 83.32
Fisher Pivots for day following 08-Oct-2012
Pivot 1 day 3 day
R1 90.54 91.11
PP 90.44 90.95
S1 90.35 90.79

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

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