NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 89.69 90.02 0.33 0.4% 87.26
High 90.54 90.07 -0.47 -0.5% 90.54
Low 89.26 87.96 -1.30 -1.5% 87.00
Close 90.13 88.66 -1.47 -1.6% 88.66
Range 1.28 2.11 0.83 64.8% 3.54
ATR 1.62 1.66 0.04 2.4% 0.00
Volume 178,144 180,375 2,231 1.3% 934,277
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.23 94.05 89.82
R3 93.12 91.94 89.24
R2 91.01 91.01 89.05
R1 89.83 89.83 88.85 89.37
PP 88.90 88.90 88.90 88.66
S1 87.72 87.72 88.47 87.26
S2 86.79 86.79 88.27
S3 84.68 85.61 88.08
S4 82.57 83.50 87.50
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 99.35 97.55 90.61
R3 95.81 94.01 89.63
R2 92.27 92.27 89.31
R1 90.47 90.47 88.98 91.37
PP 88.73 88.73 88.73 89.19
S1 86.93 86.93 88.34 87.83
S2 85.19 85.19 88.01
S3 81.65 83.39 87.69
S4 78.11 79.85 86.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.54 87.00 3.54 4.0% 1.52 1.7% 47% False False 186,855
10 90.54 85.76 4.78 5.4% 1.41 1.6% 61% False False 152,002
20 90.90 85.76 5.14 5.8% 1.53 1.7% 56% False False 100,533
40 90.90 85.16 5.74 6.5% 1.76 2.0% 61% False False 74,506
60 94.87 85.16 9.71 11.0% 1.91 2.2% 36% False False 56,658
80 101.53 85.16 16.37 18.5% 1.96 2.2% 21% False False 46,568
100 101.53 85.16 16.37 18.5% 1.89 2.1% 21% False False 39,127
120 101.53 85.16 16.37 18.5% 1.86 2.1% 21% False False 33,613
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 0.25
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.04
2.618 95.59
1.618 93.48
1.000 92.18
0.618 91.37
HIGH 90.07
0.618 89.26
0.500 89.02
0.382 88.77
LOW 87.96
0.618 86.66
1.000 85.85
1.618 84.55
2.618 82.44
4.250 78.99
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 89.02 89.25
PP 88.90 89.05
S1 88.78 88.86

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

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