NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 85.25 86.63 1.38 1.6% 84.04
High 86.63 86.63 0.00 0.0% 88.76
Low 85.06 84.00 -1.06 -1.2% 84.04
Close 86.36 84.90 -1.46 -1.7% 86.36
Range 1.57 2.63 1.06 67.5% 4.72
ATR 1.58 1.66 0.07 4.7% 0.00
Volume 5,285 8,525 3,240 61.3% 24,801
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 93.07 91.61 86.35
R3 90.44 88.98 85.62
R2 87.81 87.81 85.38
R1 86.35 86.35 85.14 85.77
PP 85.18 85.18 85.18 84.88
S1 83.72 83.72 84.66 83.14
S2 82.55 82.55 84.42
S3 79.92 81.09 84.18
S4 77.29 78.46 83.45
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 100.55 98.17 88.96
R3 95.83 93.45 87.66
R2 91.11 91.11 87.23
R1 88.73 88.73 86.79 89.92
PP 86.39 86.39 86.39 86.98
S1 84.01 84.01 85.93 85.20
S2 81.67 81.67 85.49
S3 76.95 79.29 85.06
S4 72.23 74.57 83.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.76 84.00 4.76 5.6% 1.71 2.0% 19% False True 5,689
10 93.50 84.00 9.50 11.2% 1.46 1.7% 9% False True 4,561
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 0.16
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 97.81
2.618 93.52
1.618 90.89
1.000 89.26
0.618 88.26
HIGH 86.63
0.618 85.63
0.500 85.32
0.382 85.00
LOW 84.00
0.618 82.37
1.000 81.37
1.618 79.74
2.618 77.11
4.250 72.82
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 85.32 86.38
PP 85.18 85.89
S1 85.04 85.39

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

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