NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 89.63 89.09 -0.54 -0.6% 92.44
High 89.98 90.22 0.24 0.3% 92.79
Low 89.20 89.03 -0.17 -0.2% 88.15
Close 89.27 90.11 0.84 0.9% 89.16
Range 0.78 1.19 0.41 52.6% 4.64
ATR 1.23 1.23 0.00 -0.2% 0.00
Volume 2,131 2,983 852 40.0% 16,558
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.36 92.92 90.76
R3 92.17 91.73 90.44
R2 90.98 90.98 90.33
R1 90.54 90.54 90.22 90.76
PP 89.79 89.79 89.79 89.90
S1 89.35 89.35 90.00 89.57
S2 88.60 88.60 89.89
S3 87.41 88.16 89.78
S4 86.22 86.97 89.46
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 90.22 88.16 2.06 2.3% 0.66 0.7% 95% True False 3,055
10 95.43 88.15 7.28 8.1% 1.13 1.3% 27% False False 3,256
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 95.28
2.618 93.34
1.618 92.15
1.000 91.41
0.618 90.96
HIGH 90.22
0.618 89.77
0.500 89.63
0.382 89.48
LOW 89.03
0.618 88.29
1.000 87.84
1.618 87.10
2.618 85.91
4.250 83.97
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 89.95 89.90
PP 89.79 89.69
S1 89.63 89.48

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

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