NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 19-Dec-2012
Day Change Summary
Previous Current
18-Dec-2012 19-Dec-2012 Change Change % Previous Week
Open 88.35 88.90 0.55 0.6% 87.27
High 89.13 90.79 1.66 1.9% 88.75
Low 88.22 88.77 0.55 0.6% 86.40
Close 88.92 90.46 1.54 1.7% 87.82
Range 0.91 2.02 1.11 122.0% 2.35
ATR 1.57 1.61 0.03 2.0% 0.00
Volume 55,821 41,875 -13,946 -25.0% 293,899
Daily Pivots for day following 19-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.07 95.28 91.57
R3 94.05 93.26 91.02
R2 92.03 92.03 90.83
R1 91.24 91.24 90.65 91.64
PP 90.01 90.01 90.01 90.20
S1 89.22 89.22 90.27 89.62
S2 87.99 87.99 90.09
S3 85.97 87.20 89.90
S4 83.95 85.18 89.35
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.71 93.61 89.11
R3 92.36 91.26 88.47
R2 90.01 90.01 88.25
R1 88.91 88.91 88.04 89.46
PP 87.66 87.66 87.66 87.93
S1 86.56 86.56 87.60 87.11
S2 85.31 85.31 87.39
S3 82.96 84.21 87.17
S4 80.61 81.86 86.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.79 86.94 3.85 4.3% 1.19 1.3% 91% True False 61,211
10 90.79 86.40 4.39 4.9% 1.41 1.6% 92% True False 54,690
20 91.53 86.40 5.13 5.7% 1.49 1.6% 79% False False 44,447
40 91.53 85.80 5.73 6.3% 1.71 1.9% 81% False False 38,466
60 95.21 85.80 9.41 10.4% 1.85 2.0% 50% False False 31,773
80 101.78 85.80 15.98 17.7% 1.87 2.1% 29% False False 28,007
100 101.78 85.80 15.98 17.7% 1.82 2.0% 29% False False 24,867
120 101.78 84.97 16.81 18.6% 1.80 2.0% 33% False False 21,809
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 0.31
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 99.38
2.618 96.08
1.618 94.06
1.000 92.81
0.618 92.04
HIGH 90.79
0.618 90.02
0.500 89.78
0.382 89.54
LOW 88.77
0.618 87.52
1.000 86.75
1.618 85.50
2.618 83.48
4.250 80.19
Fisher Pivots for day following 19-Dec-2012
Pivot 1 day 3 day
R1 90.23 90.04
PP 90.01 89.61
S1 89.78 89.19

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

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