NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 86.39 85.98 -0.41 -0.5% 88.85
High 86.92 86.78 -0.14 -0.2% 90.33
Low 85.77 85.33 -0.44 -0.5% 85.68
Close 85.93 85.56 -0.37 -0.4% 85.93
Range 1.15 1.45 0.30 26.1% 4.65
ATR 1.91 1.88 -0.03 -1.7% 0.00
Volume 244,993 211,603 -33,390 -13.6% 1,177,388
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.24 89.35 86.36
R3 88.79 87.90 85.96
R2 87.34 87.34 85.83
R1 86.45 86.45 85.69 86.17
PP 85.89 85.89 85.89 85.75
S1 85.00 85.00 85.43 84.72
S2 84.44 84.44 85.29
S3 82.99 83.55 85.16
S4 81.54 82.10 84.76
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.26 98.25 88.49
R3 96.61 93.60 87.21
R2 91.96 91.96 86.78
R1 88.95 88.95 86.36 88.13
PP 87.31 87.31 87.31 86.91
S1 84.30 84.30 85.50 83.48
S2 82.66 82.66 85.08
S3 78.01 79.65 84.65
S4 73.36 75.00 83.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.18 85.33 3.85 4.5% 1.67 2.0% 6% False True 230,600
10 90.33 85.33 5.00 5.8% 1.71 2.0% 5% False True 233,544
20 90.33 85.10 5.23 6.1% 1.78 2.1% 9% False False 222,892
40 93.98 84.53 9.45 11.0% 1.97 2.3% 11% False False 142,717
60 100.36 84.53 15.83 18.5% 2.14 2.5% 7% False False 105,728
80 101.19 84.53 16.66 19.5% 2.05 2.4% 6% False False 84,202
100 101.19 84.53 16.66 19.5% 2.02 2.4% 6% False False 70,285
120 101.19 79.69 21.50 25.1% 2.07 2.4% 27% False False 60,372
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.94
2.618 90.58
1.618 89.13
1.000 88.23
0.618 87.68
HIGH 86.78
0.618 86.23
0.500 86.06
0.382 85.88
LOW 85.33
0.618 84.43
1.000 83.88
1.618 82.98
2.618 81.53
4.250 79.17
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 86.06 86.78
PP 85.89 86.37
S1 85.73 85.97

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

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