NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 22-Aug-2012
Day Change Summary
Previous Current
21-Aug-2012 22-Aug-2012 Change Change % Previous Week
Open 97.95 98.25 0.30 0.3% 95.15
High 99.00 98.78 -0.22 -0.2% 97.73
Low 97.93 98.25 0.32 0.3% 95.05
Close 98.46 98.72 0.26 0.3% 97.73
Range 1.07 0.53 -0.54 -50.5% 2.68
ATR 1.26 1.21 -0.05 -4.1% 0.00
Volume 2,934 6,366 3,432 117.0% 24,684
Daily Pivots for day following 22-Aug-2012
Classic Woodie Camarilla DeMark
R4 100.17 99.98 99.01
R3 99.64 99.45 98.87
R2 99.11 99.11 98.82
R1 98.92 98.92 98.77 99.02
PP 98.58 98.58 98.58 98.63
S1 98.39 98.39 98.67 98.49
S2 98.05 98.05 98.62
S3 97.52 97.86 98.57
S4 96.99 97.33 98.43
Weekly Pivots for week ending 17-Aug-2012
Classic Woodie Camarilla DeMark
R4 104.88 103.98 99.20
R3 102.20 101.30 98.47
R2 99.52 99.52 98.22
R1 98.62 98.62 97.98 99.07
PP 96.84 96.84 96.84 97.06
S1 95.94 95.94 97.48 96.39
S2 94.16 94.16 97.24
S3 91.48 93.26 96.99
S4 88.80 90.58 96.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.00 96.80 2.20 2.2% 0.66 0.7% 87% False False 4,340
10 99.00 94.05 4.95 5.0% 0.73 0.7% 94% False False 4,740
20 99.00 89.51 9.49 9.6% 1.09 1.1% 97% False False 4,473
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.03
2.618 100.17
1.618 99.64
1.000 99.31
0.618 99.11
HIGH 98.78
0.618 98.58
0.500 98.52
0.382 98.45
LOW 98.25
0.618 97.92
1.000 97.72
1.618 97.39
2.618 96.86
4.250 96.00
Fisher Pivots for day following 22-Aug-2012
Pivot 1 day 3 day
R1 98.65 98.54
PP 98.58 98.35
S1 98.52 98.17

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

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