NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 87.45 87.94 0.49 0.6% 85.98
High 88.16 89.90 1.74 2.0% 87.68
Low 87.21 87.81 0.60 0.7% 85.21
Close 87.93 89.51 1.58 1.8% 86.73
Range 0.95 2.09 1.14 120.0% 2.47
ATR 1.65 1.68 0.03 1.9% 0.00
Volume 93,130 28,097 -65,033 -69.8% 1,176,497
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.34 94.52 90.66
R3 93.25 92.43 90.08
R2 91.16 91.16 89.89
R1 90.34 90.34 89.70 90.75
PP 89.07 89.07 89.07 89.28
S1 88.25 88.25 89.32 88.66
S2 86.98 86.98 89.13
S3 84.89 86.16 88.94
S4 82.80 84.07 88.36
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.95 92.81 88.09
R3 91.48 90.34 87.41
R2 89.01 89.01 87.18
R1 87.87 87.87 86.96 88.44
PP 86.54 86.54 86.54 86.83
S1 85.40 85.40 86.50 85.97
S2 84.07 84.07 86.28
S3 81.60 82.93 86.05
S4 79.13 80.46 85.37
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.90 85.81 4.09 4.6% 1.26 1.4% 90% True False 145,027
10 89.90 85.21 4.69 5.2% 1.46 1.6% 92% True False 196,923
20 90.33 85.21 5.12 5.7% 1.55 1.7% 84% False False 203,065
40 90.33 84.53 5.80 6.5% 1.82 2.0% 86% False False 166,089
60 94.46 84.53 9.93 11.1% 1.98 2.2% 50% False False 123,476
80 101.19 84.53 16.66 18.6% 2.02 2.3% 30% False False 98,361
100 101.19 84.53 16.66 18.6% 1.99 2.2% 30% False False 81,942
120 101.19 84.24 16.95 18.9% 1.99 2.2% 31% False False 70,041
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 98.78
2.618 95.37
1.618 93.28
1.000 91.99
0.618 91.19
HIGH 89.90
0.618 89.10
0.500 88.86
0.382 88.61
LOW 87.81
0.618 86.52
1.000 85.72
1.618 84.43
2.618 82.34
4.250 78.93
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 89.29 89.07
PP 89.07 88.63
S1 88.86 88.19

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

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