NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 86.76 87.37 0.61 0.7% 93.17
High 87.81 88.76 0.95 1.1% 93.50
Low 86.51 86.88 0.37 0.4% 84.68
Close 86.96 86.92 -0.04 0.0% 85.14
Range 1.30 1.88 0.58 44.6% 8.82
ATR 1.53 1.56 0.02 1.6% 0.00
Volume 2,917 8,651 5,734 196.6% 12,288
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 93.16 91.92 87.95
R3 91.28 90.04 87.44
R2 89.40 89.40 87.26
R1 88.16 88.16 87.09 87.84
PP 87.52 87.52 87.52 87.36
S1 86.28 86.28 86.75 85.96
S2 85.64 85.64 86.58
S3 83.76 84.40 86.40
S4 81.88 82.52 85.89
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 88.76 84.04 4.72 5.4% 1.67 1.9% 61% True False 4,803
10 93.50 84.04 9.46 10.9% 1.09 1.3% 30% False False 3,838
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 0.14
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.75
2.618 93.68
1.618 91.80
1.000 90.64
0.618 89.92
HIGH 88.76
0.618 88.04
0.500 87.82
0.382 87.60
LOW 86.88
0.618 85.72
1.000 85.00
1.618 83.84
2.618 81.96
4.250 78.89
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 87.82 87.04
PP 87.52 87.00
S1 87.22 86.96

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

View Archives - Comment on this page... - Back to Index of Symbols