NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 87.06 87.91 0.85 1.0% 87.24
High 88.31 88.25 -0.06 -0.1% 88.31
Low 87.00 85.79 -1.21 -1.4% 85.76
Close 88.10 86.00 -2.10 -2.4% 86.00
Range 1.31 2.46 1.15 87.8% 2.55
ATR 1.93 1.97 0.04 1.9% 0.00
Volume 36,433 45,930 9,497 26.1% 164,450
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.06 92.49 87.35
R3 91.60 90.03 86.68
R2 89.14 89.14 86.45
R1 87.57 87.57 86.23 87.13
PP 86.68 86.68 86.68 86.46
S1 85.11 85.11 85.77 84.67
S2 84.22 84.22 85.55
S3 81.76 82.65 85.32
S4 79.30 80.19 84.65
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.34 92.72 87.40
R3 91.79 90.17 86.70
R2 89.24 89.24 86.47
R1 87.62 87.62 86.23 87.16
PP 86.69 86.69 86.69 86.46
S1 85.07 85.07 85.77 84.61
S2 84.14 84.14 85.53
S3 81.59 82.52 85.30
S4 79.04 79.97 84.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.31 85.76 2.55 3.0% 1.57 1.8% 9% False False 32,890
10 92.17 85.76 6.41 7.5% 1.89 2.2% 4% False False 30,554
20 94.87 85.76 9.11 10.6% 1.94 2.3% 3% False False 25,665
40 101.53 85.76 15.77 18.3% 2.10 2.4% 2% False False 21,572
60 101.53 85.76 15.77 18.3% 1.94 2.3% 2% False False 17,792
80 101.53 85.76 15.77 18.3% 1.87 2.2% 2% False False 15,163
100 101.53 80.09 21.44 24.9% 1.94 2.3% 28% False False 13,217
120 101.53 80.09 21.44 24.9% 1.82 2.1% 28% False False 11,635
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 True
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 98.71
2.618 94.69
1.618 92.23
1.000 90.71
0.618 89.77
HIGH 88.25
0.618 87.31
0.500 87.02
0.382 86.73
LOW 85.79
0.618 84.27
1.000 83.33
1.618 81.81
2.618 79.35
4.250 75.34
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 87.02 87.05
PP 86.68 86.70
S1 86.34 86.35

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

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