NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 86.38 87.93 1.55 1.8% 87.34
High 87.91 90.31 2.40 2.7% 87.91
Low 86.00 87.71 1.71 2.0% 85.70
Close 87.47 89.80 2.33 2.7% 87.47
Range 1.91 2.60 0.69 36.1% 2.21
ATR 2.05 2.10 0.06 2.8% 0.00
Volume 43,627 63,058 19,431 44.5% 275,379
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 97.07 96.04 91.23
R3 94.47 93.44 90.52
R2 91.87 91.87 90.28
R1 90.84 90.84 90.04 91.36
PP 89.27 89.27 89.27 89.53
S1 88.24 88.24 89.56 88.76
S2 86.67 86.67 89.32
S3 84.07 85.64 89.09
S4 81.47 83.04 88.37
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.66 92.77 88.69
R3 91.45 90.56 88.08
R2 89.24 89.24 87.88
R1 88.35 88.35 87.67 88.80
PP 87.03 87.03 87.03 87.25
S1 86.14 86.14 87.27 86.59
S2 84.82 84.82 87.06
S3 82.61 83.93 86.86
S4 80.40 81.72 86.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.31 85.70 4.61 5.1% 1.93 2.1% 89% True False 56,812
10 90.31 85.16 5.15 5.7% 2.32 2.6% 90% True False 51,906
20 90.31 85.16 5.15 5.7% 2.05 2.3% 90% True False 44,019
40 94.87 85.16 9.71 10.8% 2.12 2.4% 48% False False 31,325
60 101.53 85.16 16.37 18.2% 2.09 2.3% 28% False False 25,864
80 101.53 85.16 16.37 18.2% 1.96 2.2% 28% False False 21,744
100 101.53 81.97 19.56 21.8% 1.99 2.2% 40% False False 18,577
120 101.53 80.09 21.44 23.9% 1.95 2.2% 45% False False 16,315
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 0.41
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 101.36
2.618 97.12
1.618 94.52
1.000 92.91
0.618 91.92
HIGH 90.31
0.618 89.32
0.500 89.01
0.382 88.70
LOW 87.71
0.618 86.10
1.000 85.11
1.618 83.50
2.618 80.90
4.250 76.66
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 89.54 89.20
PP 89.27 88.60
S1 89.01 88.01

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

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