NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 88.29 88.82 0.53 0.6% 87.93
High 89.14 88.90 -0.24 -0.3% 90.31
Low 87.40 87.90 0.50 0.6% 86.73
Close 88.90 88.37 -0.53 -0.6% 88.90
Range 1.74 1.00 -0.74 -42.5% 3.58
ATR 2.10 2.02 -0.08 -3.7% 0.00
Volume 55,468 14,211 -41,257 -74.4% 247,988
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.39 90.88 88.92
R3 90.39 89.88 88.65
R2 89.39 89.39 88.55
R1 88.88 88.88 88.46 88.64
PP 88.39 88.39 88.39 88.27
S1 87.88 87.88 88.28 87.64
S2 87.39 87.39 88.19
S3 86.39 86.88 88.10
S4 85.39 85.88 87.82
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 86.73 3.58 4.1% 1.96 2.2% 46% False False 52,439
10 90.31 85.70 4.61 5.2% 1.81 2.0% 58% False False 53,757
20 90.31 85.16 5.15 5.8% 1.99 2.2% 62% False False 47,773
40 94.87 85.16 9.71 11.0% 2.10 2.4% 33% False False 34,850
60 101.53 85.16 16.37 18.5% 2.10 2.4% 20% False False 28,624
80 101.53 85.16 16.37 18.5% 1.96 2.2% 20% False False 23,851
100 101.53 85.16 16.37 18.5% 1.92 2.2% 20% False False 20,303
120 101.53 80.09 21.44 24.3% 1.96 2.2% 39% False False 17,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 93.15
2.618 91.52
1.618 90.52
1.000 89.90
0.618 89.52
HIGH 88.90
0.618 88.52
0.500 88.40
0.382 88.28
LOW 87.90
0.618 87.28
1.000 86.90
1.618 86.28
2.618 85.28
4.250 83.65
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 88.40 88.27
PP 88.39 88.17
S1 88.38 88.07

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

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