NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 85.52 84.40 -1.12 -1.3% 84.04
High 85.77 86.00 0.23 0.3% 88.76
Low 85.00 84.40 -0.60 -0.7% 84.04
Close 85.46 84.75 -0.71 -0.8% 86.36
Range 0.77 1.60 0.83 107.8% 4.72
ATR 1.60 1.60 0.00 0.0% 0.00
Volume 2,559 3,838 1,279 50.0% 24,801
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 89.85 88.90 85.63
R3 88.25 87.30 85.19
R2 86.65 86.65 85.04
R1 85.70 85.70 84.90 86.18
PP 85.05 85.05 85.05 85.29
S1 84.10 84.10 84.60 84.58
S2 83.45 83.45 84.46
S3 81.85 82.50 84.31
S4 80.25 80.90 83.87
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% 1.69 2.0% 16% False False 5,771
10 88.80 84.00 4.80 5.7% 1.54 1.8% 16% False False 4,698
20 95.72 84.00 11.72 13.8% 1.18 1.4% 6% False False 3,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 92.80
2.618 90.19
1.618 88.59
1.000 87.60
0.618 86.99
HIGH 86.00
0.618 85.39
0.500 85.20
0.382 85.01
LOW 84.40
0.618 83.41
1.000 82.80
1.618 81.81
2.618 80.21
4.250 77.60
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 85.20 85.32
PP 85.05 85.13
S1 84.90 84.94

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

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