NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 13-Jul-2012
Day Change Summary
Previous Current
12-Jul-2012 13-Jul-2012 Change Change % Previous Week
Open 88.06 89.35 1.29 1.5% 86.95
High 88.71 89.81 1.10 1.2% 89.81
Low 86.74 89.21 2.47 2.8% 86.36
Close 88.60 89.61 1.01 1.1% 89.61
Range 1.97 0.60 -1.37 -69.5% 3.45
ATR 2.33 2.25 -0.08 -3.4% 0.00
Volume 5,298 3,773 -1,525 -28.8% 23,670
Daily Pivots for day following 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 91.34 91.08 89.94
R3 90.74 90.48 89.78
R2 90.14 90.14 89.72
R1 89.88 89.88 89.67 90.01
PP 89.54 89.54 89.54 89.61
S1 89.28 89.28 89.56 89.41
S2 88.94 88.94 89.50
S3 88.34 88.68 89.45
S4 87.74 88.08 89.28
Weekly Pivots for week ending 13-Jul-2012
Classic Woodie Camarilla DeMark
R4 98.94 97.73 91.51
R3 95.49 94.28 90.56
R2 92.04 92.04 90.24
R1 90.83 90.83 89.93 91.44
PP 88.59 88.59 88.59 88.90
S1 87.38 87.38 89.29 87.99
S2 85.14 85.14 88.98
S3 81.69 83.93 88.66
S4 78.24 80.48 87.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.81 86.36 3.45 3.9% 1.72 1.9% 94% True False 4,734
10 91.01 81.97 9.04 10.1% 2.46 2.7% 85% False False 5,660
20 91.01 80.09 10.92 12.2% 2.18 2.4% 87% False False 5,458
40 95.20 80.09 15.11 16.9% 1.67 1.9% 63% False False 4,612
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.31
Narrowest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 92.36
2.618 91.38
1.618 90.78
1.000 90.41
0.618 90.18
HIGH 89.81
0.618 89.58
0.500 89.51
0.382 89.44
LOW 89.21
0.618 88.84
1.000 88.61
1.618 88.24
2.618 87.64
4.250 86.66
Fisher Pivots for day following 13-Jul-2012
Pivot 1 day 3 day
R1 89.58 89.17
PP 89.54 88.72
S1 89.51 88.28

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

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