NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 89.03 88.43 -0.60 -0.7% 88.82
High 89.63 88.80 -0.83 -0.9% 89.59
Low 88.05 86.28 -1.77 -2.0% 86.01
Close 88.47 86.85 -1.62 -1.8% 89.49
Range 1.58 2.52 0.94 59.5% 3.58
ATR 1.88 1.93 0.05 2.4% 0.00
Volume 40,158 55,365 15,207 37.9% 202,843
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.87 93.38 88.24
R3 92.35 90.86 87.54
R2 89.83 89.83 87.31
R1 88.34 88.34 87.08 87.83
PP 87.31 87.31 87.31 87.05
S1 85.82 85.82 86.62 85.31
S2 84.79 84.79 86.39
S3 82.27 83.30 86.16
S4 79.75 80.78 85.46
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 86.28 4.62 5.3% 1.77 2.0% 12% False True 56,682
10 90.90 86.01 4.89 5.6% 1.70 2.0% 17% False False 47,555
20 90.90 85.21 5.69 6.6% 1.82 2.1% 29% False False 51,734
40 94.42 85.16 9.26 10.7% 1.94 2.2% 18% False False 41,125
60 101.53 85.16 16.37 18.8% 2.10 2.4% 10% False False 33,529
80 101.53 85.16 16.37 18.8% 1.98 2.3% 10% False False 28,017
100 101.53 85.16 16.37 18.8% 1.92 2.2% 10% False False 23,974
120 101.53 80.09 21.44 24.7% 1.97 2.3% 32% False False 20,913
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 0.31
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.51
2.618 95.40
1.618 92.88
1.000 91.32
0.618 90.36
HIGH 88.80
0.618 87.84
0.500 87.54
0.382 87.24
LOW 86.28
0.618 84.72
1.000 83.76
1.618 82.20
2.618 79.68
4.250 75.57
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 87.54 88.02
PP 87.31 87.63
S1 87.08 87.24

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

View Archives - Comment on this page... - Back to Index of Symbols