NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 90.02 88.60 -1.42 -1.6% 87.26
High 90.07 88.86 -1.21 -1.3% 90.54
Low 87.96 88.20 0.24 0.3% 87.00
Close 88.66 88.61 -0.05 -0.1% 88.66
Range 2.11 0.66 -1.45 -68.7% 3.54
ATR 1.66 1.59 -0.07 -4.3% 0.00
Volume 180,375 48,516 -131,859 -73.1% 934,277
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.54 90.23 88.97
R3 89.88 89.57 88.79
R2 89.22 89.22 88.73
R1 88.91 88.91 88.67 89.07
PP 88.56 88.56 88.56 88.63
S1 88.25 88.25 88.55 88.41
S2 87.90 87.90 88.49
S3 87.24 87.59 88.43
S4 86.58 86.93 88.25
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 87.68 2.86 3.2% 1.41 1.6% 33% False False 166,662
10 90.54 85.76 4.78 5.4% 1.34 1.5% 60% False False 147,859
20 90.90 85.76 5.14 5.8% 1.51 1.7% 55% False False 102,248
40 90.90 85.16 5.74 6.5% 1.75 2.0% 60% False False 75,011
60 94.87 85.16 9.71 11.0% 1.90 2.1% 36% False False 57,316
80 101.53 85.16 16.37 18.5% 1.95 2.2% 21% False False 47,030
100 101.53 85.16 16.37 18.5% 1.87 2.1% 21% False False 39,530
120 101.53 85.16 16.37 18.5% 1.85 2.1% 21% False False 33,960
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 91.67
2.618 90.59
1.618 89.93
1.000 89.52
0.618 89.27
HIGH 88.86
0.618 88.61
0.500 88.53
0.382 88.45
LOW 88.20
0.618 87.79
1.000 87.54
1.618 87.13
2.618 86.47
4.250 85.40
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 88.58 89.25
PP 88.56 89.04
S1 88.53 88.82

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

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