NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 22-Jun-2012
Day Change Summary
Previous Current
21-Jun-2012 22-Jun-2012 Change Change % Previous Week
Open 82.76 80.32 -2.44 -2.9% 86.54
High 82.97 82.07 -0.90 -1.1% 86.59
Low 80.00 80.00 0.00 0.0% 80.00
Close 80.26 81.70 1.44 1.8% 81.70
Range 2.97 2.07 -0.90 -30.3% 6.59
ATR 2.27 2.25 -0.01 -0.6% 0.00
Volume 17,540 15,078 -2,462 -14.0% 47,008
Daily Pivots for day following 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 87.47 86.65 82.84
R3 85.40 84.58 82.27
R2 83.33 83.33 82.08
R1 82.51 82.51 81.89 82.92
PP 81.26 81.26 81.26 81.46
S1 80.44 80.44 81.51 80.85
S2 79.19 79.19 81.32
S3 77.12 78.37 81.13
S4 75.05 76.30 80.56
Weekly Pivots for week ending 22-Jun-2012
Classic Woodie Camarilla DeMark
R4 102.53 98.71 85.32
R3 95.94 92.12 83.51
R2 89.35 89.35 82.91
R1 85.53 85.53 82.30 84.15
PP 82.76 82.76 82.76 82.07
S1 78.94 78.94 81.10 77.56
S2 76.17 76.17 80.49
S3 69.58 72.35 79.89
S4 62.99 65.76 78.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.59 80.00 6.59 8.1% 2.61 3.2% 26% False True 9,401
10 88.02 80.00 8.02 9.8% 2.39 2.9% 21% False True 8,731
20 93.53 80.00 13.53 16.6% 2.29 2.8% 13% False True 7,834
40 107.14 80.00 27.14 33.2% 1.96 2.4% 6% False True 6,530
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 90.87
2.618 87.49
1.618 85.42
1.000 84.14
0.618 83.35
HIGH 82.07
0.618 81.28
0.500 81.04
0.382 80.79
LOW 80.00
0.618 78.72
1.000 77.93
1.618 76.65
2.618 74.58
4.250 71.20
Fisher Pivots for day following 22-Jun-2012
Pivot 1 day 3 day
R1 81.48 83.19
PP 81.26 82.69
S1 81.04 82.20

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

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