NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 13-Aug-2012
Day Change Summary
Previous Current
10-Aug-2012 13-Aug-2012 Change Change % Previous Week
Open 94.69 95.16 0.47 0.5% 92.90
High 95.20 95.50 0.30 0.3% 96.12
Low 93.49 93.98 0.49 0.5% 92.44
Close 94.74 94.70 -0.04 0.0% 94.74
Range 1.71 1.52 -0.19 -11.1% 3.68
ATR 1.92 1.90 -0.03 -1.5% 0.00
Volume 6,811 9,500 2,689 39.5% 44,877
Daily Pivots for day following 13-Aug-2012
Classic Woodie Camarilla DeMark
R4 99.29 98.51 95.54
R3 97.77 96.99 95.12
R2 96.25 96.25 94.98
R1 95.47 95.47 94.84 95.10
PP 94.73 94.73 94.73 94.54
S1 93.95 93.95 94.56 93.58
S2 93.21 93.21 94.42
S3 91.69 92.43 94.28
S4 90.17 90.91 93.86
Weekly Pivots for week ending 10-Aug-2012
Classic Woodie Camarilla DeMark
R4 105.47 103.79 96.76
R3 101.79 100.11 95.75
R2 98.11 98.11 95.41
R1 96.43 96.43 95.08 97.27
PP 94.43 94.43 94.43 94.86
S1 92.75 92.75 94.40 93.59
S2 90.75 90.75 94.07
S3 87.07 89.07 93.73
S4 83.39 85.39 92.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.12 93.49 2.63 2.8% 1.45 1.5% 46% False False 8,387
10 96.12 89.15 6.97 7.4% 1.79 1.9% 80% False False 8,842
20 96.12 88.66 7.46 7.9% 1.72 1.8% 81% False False 7,680
40 96.12 80.09 16.03 16.9% 1.98 2.1% 91% False False 6,617
60 96.12 80.09 16.03 16.9% 1.70 1.8% 91% False False 5,665
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.96
2.618 99.48
1.618 97.96
1.000 97.02
0.618 96.44
HIGH 95.50
0.618 94.92
0.500 94.74
0.382 94.56
LOW 93.98
0.618 93.04
1.000 92.46
1.618 91.52
2.618 90.00
4.250 87.52
Fisher Pivots for day following 13-Aug-2012
Pivot 1 day 3 day
R1 94.74 94.67
PP 94.73 94.65
S1 94.71 94.62

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

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