NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 87.95 88.29 0.34 0.4% 87.93
High 88.51 89.14 0.63 0.7% 90.31
Low 87.00 87.40 0.40 0.5% 86.73
Close 87.98 88.90 0.92 1.0% 88.90
Range 1.51 1.74 0.23 15.2% 3.58
ATR 2.13 2.10 -0.03 -1.3% 0.00
Volume 78,213 55,468 -22,745 -29.1% 247,988
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.70 93.04 89.86
R3 91.96 91.30 89.38
R2 90.22 90.22 89.22
R1 89.56 89.56 89.06 89.89
PP 88.48 88.48 88.48 88.65
S1 87.82 87.82 88.74 88.15
S2 86.74 86.74 88.58
S3 85.00 86.08 88.42
S4 83.26 84.34 87.94
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.39 97.72 90.87
R3 95.81 94.14 89.88
R2 92.23 92.23 89.56
R1 90.56 90.56 89.23 91.40
PP 88.65 88.65 88.65 89.06
S1 86.98 86.98 88.57 87.82
S2 85.07 85.07 88.24
S3 81.49 83.40 87.92
S4 77.91 79.82 86.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.31 86.00 4.31 4.8% 2.15 2.4% 67% False False 58,323
10 90.31 85.21 5.10 5.7% 1.96 2.2% 72% False False 56,518
20 90.31 85.16 5.15 5.8% 2.00 2.2% 73% False False 48,479
40 94.87 85.16 9.71 10.9% 2.10 2.4% 39% False False 34,721
60 101.53 85.16 16.37 18.4% 2.10 2.4% 23% False False 28,579
80 101.53 85.16 16.37 18.4% 1.98 2.2% 23% False False 23,775
100 101.53 85.16 16.37 18.4% 1.93 2.2% 23% False False 20,228
120 101.53 80.09 21.44 24.1% 1.96 2.2% 41% False False 17,753
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.46
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 96.54
2.618 93.70
1.618 91.96
1.000 90.88
0.618 90.22
HIGH 89.14
0.618 88.48
0.500 88.27
0.382 88.06
LOW 87.40
0.618 86.32
1.000 85.66
1.618 84.58
2.618 82.84
4.250 80.01
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 88.69 88.67
PP 88.48 88.44
S1 88.27 88.22

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

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