NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 88.91 89.63 0.72 0.8% 92.44
High 88.91 89.98 1.07 1.2% 92.79
Low 88.74 89.20 0.46 0.5% 88.15
Close 88.74 89.27 0.53 0.6% 89.16
Range 0.17 0.78 0.61 358.8% 4.64
ATR 1.23 1.23 0.00 0.1% 0.00
Volume 1,676 2,131 455 27.1% 16,558
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 91.82 91.33 89.70
R3 91.04 90.55 89.48
R2 90.26 90.26 89.41
R1 89.77 89.77 89.34 89.63
PP 89.48 89.48 89.48 89.41
S1 88.99 88.99 89.20 88.85
S2 88.70 88.70 89.13
S3 87.92 88.21 89.06
S4 87.14 87.43 88.84
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 103.95 101.20 91.71
R3 99.31 96.56 90.44
R2 94.67 94.67 90.01
R1 91.92 91.92 89.59 90.98
PP 90.03 90.03 90.03 89.56
S1 87.28 87.28 88.73 86.34
S2 85.39 85.39 88.31
S3 80.75 82.64 87.88
S4 76.11 78.00 86.61
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.98 88.15 1.83 2.0% 0.64 0.7% 61% True False 3,323
10 95.43 88.15 7.28 8.2% 1.15 1.3% 15% False False 3,400
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 0.23
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.30
2.618 92.02
1.618 91.24
1.000 90.76
0.618 90.46
HIGH 89.98
0.618 89.68
0.500 89.59
0.382 89.50
LOW 89.20
0.618 88.72
1.000 88.42
1.618 87.94
2.618 87.16
4.250 85.89
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 89.59 89.24
PP 89.48 89.21
S1 89.38 89.19

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

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