NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 20-Jun-2012
Day Change Summary
Previous Current
19-Jun-2012 20-Jun-2012 Change Change % Previous Week
Open 84.51 86.61 2.10 2.5% 86.63
High 86.54 86.61 0.07 0.1% 86.69
Low 84.50 83.68 -0.82 -1.0% 84.00
Close 86.21 83.72 -2.49 -2.9% 86.10
Range 2.04 2.93 0.89 43.6% 2.69
ATR 1.62 1.72 0.09 5.8% 0.00
Volume 6,527 2,555 -3,972 -60.9% 20,776
Daily Pivots for day following 20-Jun-2012
Classic Woodie Camarilla DeMark
R4 93.46 91.52 85.33
R3 90.53 88.59 84.53
R2 87.60 87.60 84.26
R1 85.66 85.66 83.99 85.17
PP 84.67 84.67 84.67 84.42
S1 82.73 82.73 83.45 82.24
S2 81.74 81.74 83.18
S3 78.81 79.80 82.91
S4 75.88 76.87 82.11
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 93.67 92.57 87.58
R3 90.98 89.88 86.84
R2 88.29 88.29 86.59
R1 87.19 87.19 86.35 86.40
PP 85.60 85.60 85.60 85.20
S1 84.50 84.50 85.85 83.71
S2 82.91 82.91 85.61
S3 80.22 81.81 85.36
S4 77.53 79.12 84.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 86.88 83.68 3.20 3.8% 1.89 2.3% 1% False True 3,638
10 88.76 83.68 5.08 6.1% 1.79 2.1% 1% False True 4,705
20 93.50 83.68 9.82 11.7% 1.37 1.6% 0% False True 3,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.11
Widest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 99.06
2.618 94.28
1.618 91.35
1.000 89.54
0.618 88.42
HIGH 86.61
0.618 85.49
0.500 85.15
0.382 84.80
LOW 83.68
0.618 81.87
1.000 80.75
1.618 78.94
2.618 76.01
4.250 71.23
Fisher Pivots for day following 20-Jun-2012
Pivot 1 day 3 day
R1 85.15 85.28
PP 84.67 84.76
S1 84.20 84.24

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

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