NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 23-Oct-2012
Day Change Summary
Previous Current
22-Oct-2012 23-Oct-2012 Change Change % Previous Week
Open 92.47 91.21 -1.26 -1.4% 93.66
High 93.42 91.21 -2.21 -2.4% 95.50
Low 91.00 88.31 -2.69 -3.0% 92.52
Close 91.03 89.15 -1.88 -2.1% 92.65
Range 2.42 2.90 0.48 19.8% 2.98
ATR 2.03 2.09 0.06 3.1% 0.00
Volume 21,095 17,659 -3,436 -16.3% 119,548
Daily Pivots for day following 23-Oct-2012
Classic Woodie Camarilla DeMark
R4 98.26 96.60 90.75
R3 95.36 93.70 89.95
R2 92.46 92.46 89.68
R1 90.80 90.80 89.42 90.18
PP 89.56 89.56 89.56 89.25
S1 87.90 87.90 88.88 87.28
S2 86.66 86.66 88.62
S3 83.76 85.00 88.35
S4 80.86 82.10 87.56
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 102.50 100.55 94.29
R3 99.52 97.57 93.47
R2 96.54 96.54 93.20
R1 94.59 94.59 92.92 94.08
PP 93.56 93.56 93.56 93.30
S1 91.61 91.61 92.38 91.10
S2 90.58 90.58 92.10
S3 87.60 88.63 91.83
S4 84.62 85.65 91.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.50 88.31 7.19 8.1% 2.19 2.5% 12% False True 21,451
10 95.69 88.31 7.38 8.3% 1.89 2.1% 11% False True 24,992
20 95.69 88.31 7.38 8.3% 2.05 2.3% 11% False True 23,252
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
4.250 103.54
2.618 98.80
1.618 95.90
1.000 94.11
0.618 93.00
HIGH 91.21
0.618 90.10
0.500 89.76
0.382 89.42
LOW 88.31
0.618 86.52
1.000 85.41
1.618 83.62
2.618 80.72
4.250 75.99
Fisher Pivots for day following 23-Oct-2012
Pivot 1 day 3 day
R1 89.76 91.91
PP 89.56 90.99
S1 89.35 90.07

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

View Archives - Comment on this page... - Back to Index of Symbols