NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 88.49 86.63 -1.86 -2.1% 93.17
High 88.80 86.63 -2.17 -2.4% 93.50
Low 88.27 84.68 -3.59 -4.1% 84.68
Close 88.29 85.14 -3.15 -3.6% 85.14
Range 0.53 1.95 1.42 267.9% 8.82
ATR
Volume 2,759 4,502 1,743 63.2% 12,288
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 91.33 90.19 86.21
R3 89.38 88.24 85.68
R2 87.43 87.43 85.50
R1 86.29 86.29 85.32 85.89
PP 85.48 85.48 85.48 85.28
S1 84.34 84.34 84.96 83.94
S2 83.53 83.53 84.78
S3 81.58 82.39 84.60
S4 79.63 80.44 84.07
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 114.23 108.51 89.99
R3 105.41 99.69 87.57
R2 96.59 96.59 86.76
R1 90.87 90.87 85.95 89.32
PP 87.77 87.77 87.77 87.00
S1 82.05 82.05 84.33 80.50
S2 78.95 78.95 83.52
S3 70.13 73.23 82.71
S4 61.31 64.41 80.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.50 84.68 8.82 10.4% 0.84 1.0% 5% False True 3,161
10 94.26 84.68 9.58 11.3% 0.77 0.9% 5% False True 2,965
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 0.06
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 94.92
2.618 91.74
1.618 89.79
1.000 88.58
0.618 87.84
HIGH 86.63
0.618 85.89
0.500 85.66
0.382 85.42
LOW 84.68
0.618 83.47
1.000 82.73
1.618 81.52
2.618 79.57
4.250 76.39
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 85.66 87.23
PP 85.48 86.53
S1 85.31 85.84

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

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