NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 23-Jul-2012
Day Change Summary
Previous Current
20-Jul-2012 23-Jul-2012 Change Change % Previous Week
Open 93.54 92.63 -0.91 -1.0% 89.46
High 93.83 92.63 -1.20 -1.3% 94.54
Low 92.46 89.70 -2.76 -3.0% 89.29
Close 93.25 89.71 -3.54 -3.8% 93.25
Range 1.37 2.93 1.56 113.9% 5.25
ATR 2.12 2.22 0.10 4.8% 0.00
Volume 10,636 5,588 -5,048 -47.5% 32,121
Daily Pivots for day following 23-Jul-2012
Classic Woodie Camarilla DeMark
R4 99.47 97.52 91.32
R3 96.54 94.59 90.52
R2 93.61 93.61 90.25
R1 91.66 91.66 89.98 91.17
PP 90.68 90.68 90.68 90.44
S1 88.73 88.73 89.44 88.24
S2 87.75 87.75 89.17
S3 84.82 85.80 88.90
S4 81.89 82.87 88.10
Weekly Pivots for week ending 20-Jul-2012
Classic Woodie Camarilla DeMark
R4 108.11 105.93 96.14
R3 102.86 100.68 94.69
R2 97.61 97.61 94.21
R1 95.43 95.43 93.73 96.52
PP 92.36 92.36 92.36 92.91
S1 90.18 90.18 92.77 91.27
S2 87.11 87.11 92.29
S3 81.86 84.93 91.81
S4 76.61 79.68 90.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.54 89.70 4.84 5.4% 1.85 2.1% 0% False True 6,652
10 94.54 86.36 8.18 9.1% 1.75 2.0% 41% False False 5,643
20 94.54 80.09 14.45 16.1% 2.12 2.4% 67% False False 5,674
40 94.54 80.09 14.45 16.1% 1.83 2.0% 67% False False 5,143
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 0.29
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 105.08
2.618 100.30
1.618 97.37
1.000 95.56
0.618 94.44
HIGH 92.63
0.618 91.51
0.500 91.17
0.382 90.82
LOW 89.70
0.618 87.89
1.000 86.77
1.618 84.96
2.618 82.03
4.250 77.25
Fisher Pivots for day following 23-Jul-2012
Pivot 1 day 3 day
R1 91.17 92.12
PP 90.68 91.32
S1 90.20 90.51

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

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