NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 88.30 89.45 1.15 1.3% 88.82
High 89.59 90.90 1.31 1.5% 89.59
Low 88.09 89.24 1.15 1.3% 86.01
Close 89.49 89.69 0.20 0.2% 89.49
Range 1.50 1.66 0.16 10.7% 3.58
ATR 1.95 1.93 -0.02 -1.1% 0.00
Volume 66,171 63,260 -2,911 -4.4% 202,843
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.92 93.97 90.60
R3 93.26 92.31 90.15
R2 91.60 91.60 89.99
R1 90.65 90.65 89.84 91.13
PP 89.94 89.94 89.94 90.18
S1 88.99 88.99 89.54 89.47
S2 88.28 88.28 89.39
S3 86.62 87.33 89.23
S4 84.96 85.67 88.78
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.10 97.88 91.46
R3 95.52 94.30 90.47
R2 91.94 91.94 90.15
R1 90.72 90.72 89.82 91.33
PP 88.36 88.36 88.36 88.67
S1 87.14 87.14 89.16 87.75
S2 84.78 84.78 88.83
S3 81.20 83.56 88.51
S4 77.62 79.98 87.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.90 86.01 4.89 5.5% 1.72 1.9% 75% True False 50,378
10 90.90 86.01 4.89 5.5% 1.84 2.1% 75% True False 51,409
20 90.90 85.16 5.74 6.4% 2.02 2.3% 79% True False 52,145
40 94.87 85.16 9.71 10.8% 1.98 2.2% 47% False False 38,905
60 101.53 85.16 16.37 18.3% 2.07 2.3% 28% False False 31,763
80 101.53 85.16 16.37 18.3% 1.96 2.2% 28% False False 26,380
100 101.53 85.16 16.37 18.3% 1.90 2.1% 28% False False 22,559
120 101.53 80.09 21.44 23.9% 1.96 2.2% 45% False False 19,705
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 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.96
2.618 95.25
1.618 93.59
1.000 92.56
0.618 91.93
HIGH 90.90
0.618 90.27
0.500 90.07
0.382 89.87
LOW 89.24
0.618 88.21
1.000 87.58
1.618 86.55
2.618 84.89
4.250 82.19
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 90.07 89.48
PP 89.94 89.26
S1 89.82 89.05

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

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