NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 89.60 89.11 -0.49 -0.5% 89.54
High 90.26 89.44 -0.82 -0.9% 90.24
Low 88.70 86.93 -1.77 -2.0% 86.70
Close 89.14 87.51 -1.63 -1.8% 90.13
Range 1.56 2.51 0.95 60.9% 3.54
ATR 1.83 1.88 0.05 2.7% 0.00
Volume 30,184 33,312 3,128 10.4% 153,668
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.49 94.01 88.89
R3 92.98 91.50 88.20
R2 90.47 90.47 87.97
R1 88.99 88.99 87.74 88.48
PP 87.96 87.96 87.96 87.70
S1 86.48 86.48 87.28 85.97
S2 85.45 85.45 87.05
S3 82.94 83.97 86.82
S4 80.43 81.46 86.13
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 86.93 4.60 5.3% 1.76 2.0% 13% False True 38,197
10 91.53 86.70 4.83 5.5% 1.67 1.9% 17% False False 32,537
20 91.53 85.90 5.63 6.4% 1.75 2.0% 29% False False 35,772
40 94.85 85.80 9.05 10.3% 1.86 2.1% 19% False False 29,988
60 101.78 85.80 15.98 18.3% 2.02 2.3% 11% False False 26,132
80 101.78 85.80 15.98 18.3% 1.90 2.2% 11% False False 23,113
100 101.78 85.80 15.98 18.3% 1.83 2.1% 11% False False 20,347
120 101.78 80.62 21.16 24.2% 1.86 2.1% 33% False False 17,978
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
4.250 100.11
2.618 96.01
1.618 93.50
1.000 91.95
0.618 90.99
HIGH 89.44
0.618 88.48
0.500 88.19
0.382 87.89
LOW 86.93
0.618 85.38
1.000 84.42
1.618 82.87
2.618 80.36
4.250 76.26
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 88.19 88.67
PP 87.96 88.28
S1 87.74 87.90

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

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