NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 88.39 89.69 1.30 1.5% 86.67
High 90.33 90.54 0.21 0.2% 88.20
Low 88.26 89.26 1.00 1.1% 85.76
Close 89.98 90.13 0.15 0.2% 87.25
Range 2.07 1.28 -0.79 -38.2% 2.44
ATR 1.65 1.62 -0.03 -1.6% 0.00
Volume 233,083 178,144 -54,939 -23.6% 585,748
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.82 93.25 90.83
R3 92.54 91.97 90.48
R2 91.26 91.26 90.36
R1 90.69 90.69 90.25 90.98
PP 89.98 89.98 89.98 90.12
S1 89.41 89.41 90.01 89.70
S2 88.70 88.70 89.90
S3 87.42 88.13 89.78
S4 86.14 86.85 89.43
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 90.54 86.61 3.93 4.4% 1.27 1.4% 90% True False 180,335
10 90.54 85.76 4.78 5.3% 1.32 1.5% 91% True False 141,020
20 90.90 85.76 5.14 5.7% 1.51 1.7% 85% False False 94,287
40 90.90 85.16 5.74 6.4% 1.75 1.9% 87% False False 70,946
60 94.87 85.16 9.71 10.8% 1.92 2.1% 51% False False 54,029
80 101.53 85.16 16.37 18.2% 1.95 2.2% 30% False False 44,386
100 101.53 85.16 16.37 18.2% 1.88 2.1% 30% False False 37,412
120 101.53 85.16 16.37 18.2% 1.87 2.1% 30% False False 32,165
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.98
2.618 93.89
1.618 92.61
1.000 91.82
0.618 91.33
HIGH 90.54
0.618 90.05
0.500 89.90
0.382 89.75
LOW 89.26
0.618 88.47
1.000 87.98
1.618 87.19
2.618 85.91
4.250 83.82
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 90.05 89.79
PP 89.98 89.45
S1 89.90 89.11

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

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