NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 93.70 93.05 -0.65 -0.7% 90.77
High 94.00 93.55 -0.45 -0.5% 94.87
Low 92.56 91.33 -1.23 -1.3% 89.61
Close 93.24 93.31 0.07 0.1% 93.24
Range 1.44 2.22 0.78 54.2% 5.26
ATR 2.21 2.21 0.00 0.0% 0.00
Volume 29,087 16,269 -12,818 -44.1% 124,159
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 99.39 98.57 94.53
R3 97.17 96.35 93.92
R2 94.95 94.95 93.72
R1 94.13 94.13 93.51 94.54
PP 92.73 92.73 92.73 92.94
S1 91.91 91.91 93.11 92.32
S2 90.51 90.51 92.90
S3 88.29 89.69 92.70
S4 86.07 87.47 92.09
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 108.35 106.06 96.13
R3 103.09 100.80 94.69
R2 97.83 97.83 94.20
R1 95.54 95.54 93.72 96.69
PP 92.57 92.57 92.57 93.15
S1 90.28 90.28 92.76 91.43
S2 87.31 87.31 92.28
S3 82.05 85.02 91.79
S4 76.79 79.76 90.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.87 90.64 4.23 4.5% 2.25 2.4% 63% False False 23,330
10 94.87 89.01 5.86 6.3% 2.41 2.6% 73% False False 22,032
20 98.00 89.01 8.99 9.6% 2.27 2.4% 48% False False 18,254
40 101.53 89.01 12.52 13.4% 2.04 2.2% 34% False False 16,043
60 101.53 88.66 12.87 13.8% 1.92 2.1% 36% False False 13,404
80 101.53 80.09 21.44 23.0% 1.95 2.1% 62% False False 11,522
100 101.53 80.09 21.44 23.0% 1.86 2.0% 62% False False 10,074
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 0.38
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.99
2.618 99.36
1.618 97.14
1.000 95.77
0.618 94.92
HIGH 93.55
0.618 92.70
0.500 92.44
0.382 92.18
LOW 91.33
0.618 89.96
1.000 89.11
1.618 87.74
2.618 85.52
4.250 81.90
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 93.02 93.13
PP 92.73 92.95
S1 92.44 92.77

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

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