NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 88.70 90.04 1.34 1.5% 89.54
High 90.24 91.53 1.29 1.4% 90.24
Low 88.70 89.90 1.20 1.4% 86.70
Close 90.13 90.34 0.21 0.2% 90.13
Range 1.54 1.63 0.09 5.8% 3.54
ATR 1.89 1.87 -0.02 -1.0% 0.00
Volume 50,631 38,627 -12,004 -23.7% 153,668
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.48 94.54 91.24
R3 93.85 92.91 90.79
R2 92.22 92.22 90.64
R1 91.28 91.28 90.49 91.75
PP 90.59 90.59 90.59 90.83
S1 89.65 89.65 90.19 90.12
S2 88.96 88.96 90.04
S3 87.33 88.02 89.89
S4 85.70 86.39 89.44
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.64 98.43 92.08
R3 96.10 94.89 91.10
R2 92.56 92.56 90.78
R1 91.35 91.35 90.45 91.96
PP 89.02 89.02 89.02 89.33
S1 87.81 87.81 89.81 88.42
S2 85.48 85.48 89.48
S3 81.94 84.27 89.16
S4 78.40 80.73 88.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.53 86.70 4.83 5.3% 1.68 1.9% 75% True False 36,551
10 91.53 86.70 4.83 5.3% 1.78 2.0% 75% True False 34,917
20 91.53 85.80 5.73 6.3% 1.95 2.2% 79% True False 36,726
40 95.21 85.80 9.41 10.4% 1.90 2.1% 48% False False 29,128
60 101.78 85.80 15.98 17.7% 1.98 2.2% 28% False False 25,232
80 101.78 85.80 15.98 17.7% 1.88 2.1% 28% False False 22,247
100 101.78 85.80 15.98 17.7% 1.82 2.0% 28% False False 19,456
120 101.78 80.62 21.16 23.4% 1.84 2.0% 46% False False 17,230
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.46
2.618 95.80
1.618 94.17
1.000 93.16
0.618 92.54
HIGH 91.53
0.618 90.91
0.500 90.72
0.382 90.52
LOW 89.90
0.618 88.89
1.000 88.27
1.618 87.26
2.618 85.63
4.250 82.97
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 90.72 90.13
PP 90.59 89.92
S1 90.47 89.71

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

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