NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 86.65 87.26 0.61 0.7% 86.67
High 87.48 88.19 0.71 0.8% 88.20
Low 86.61 87.00 0.39 0.5% 85.76
Close 87.25 87.67 0.42 0.5% 87.25
Range 0.87 1.19 0.32 36.8% 2.44
ATR 1.70 1.67 -0.04 -2.2% 0.00
Volume 147,776 149,480 1,704 1.2% 585,748
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.19 90.62 88.32
R3 90.00 89.43 88.00
R2 88.81 88.81 87.89
R1 88.24 88.24 87.78 88.53
PP 87.62 87.62 87.62 87.76
S1 87.05 87.05 87.56 87.34
S2 86.43 86.43 87.45
S3 85.24 85.86 87.34
S4 84.05 84.67 87.02
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.39 93.26 88.59
R3 91.95 90.82 87.92
R2 89.51 89.51 87.70
R1 88.38 88.38 87.47 88.95
PP 87.07 87.07 87.07 87.35
S1 85.94 85.94 87.03 86.51
S2 84.63 84.63 86.80
S3 82.19 83.50 86.58
S4 79.75 81.06 85.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.20 85.76 2.44 2.8% 1.26 1.4% 78% False False 129,056
10 89.76 85.76 4.00 4.6% 1.46 1.7% 48% False False 95,976
20 90.90 85.76 5.14 5.9% 1.65 1.9% 37% False False 73,692
40 92.17 85.16 7.01 8.0% 1.85 2.1% 36% False False 57,705
60 94.87 85.16 9.71 11.1% 1.95 2.2% 26% False False 44,701
80 101.53 85.16 16.37 18.7% 1.96 2.2% 15% False False 37,204
100 101.53 85.16 16.37 18.7% 1.88 2.1% 15% False False 31,544
120 101.53 80.09 21.44 24.5% 1.93 2.2% 35% False False 27,283
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.25
2.618 91.31
1.618 90.12
1.000 89.38
0.618 88.93
HIGH 88.19
0.618 87.74
0.500 87.60
0.382 87.45
LOW 87.00
0.618 86.26
1.000 85.81
1.618 85.07
2.618 83.88
4.250 81.94
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 87.65 87.54
PP 87.62 87.41
S1 87.60 87.28

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

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