NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 19-Sep-2012
Day Change Summary
Previous Current
18-Sep-2012 19-Sep-2012 Change Change % Previous Week
Open 97.73 97.20 -0.53 -0.5% 98.40
High 97.73 97.20 -0.53 -0.5% 101.54
Low 96.87 93.45 -3.42 -3.5% 97.95
Close 96.92 93.58 -3.34 -3.4% 100.47
Range 0.86 3.75 2.89 336.0% 3.59
ATR 1.31 1.48 0.17 13.4% 0.00
Volume 5,091 2,670 -2,421 -47.6% 36,813
Daily Pivots for day following 19-Sep-2012
Classic Woodie Camarilla DeMark
R4 105.99 103.54 95.64
R3 102.24 99.79 94.61
R2 98.49 98.49 94.27
R1 96.04 96.04 93.92 95.39
PP 94.74 94.74 94.74 94.42
S1 92.29 92.29 93.24 91.64
S2 90.99 90.99 92.89
S3 87.24 88.54 92.55
S4 83.49 84.79 91.52
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 110.76 109.20 102.44
R3 107.17 105.61 101.46
R2 103.58 103.58 101.13
R1 102.02 102.02 100.80 102.80
PP 99.99 99.99 99.99 100.38
S1 98.43 98.43 100.14 99.21
S2 96.40 96.40 99.81
S3 92.81 94.84 99.48
S4 89.22 91.25 98.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.54 93.45 8.09 8.6% 2.20 2.3% 2% False True 9,156
10 101.54 93.45 8.09 8.6% 1.66 1.8% 2% False True 7,979
20 101.54 93.45 8.09 8.6% 1.34 1.4% 2% False True 6,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 113.14
2.618 107.02
1.618 103.27
1.000 100.95
0.618 99.52
HIGH 97.20
0.618 95.77
0.500 95.33
0.382 94.88
LOW 93.45
0.618 91.13
1.000 89.70
1.618 87.38
2.618 83.63
4.250 77.51
Fisher Pivots for day following 19-Sep-2012
Pivot 1 day 3 day
R1 95.33 97.11
PP 94.74 95.93
S1 94.16 94.76

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

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