NYMEX Light Sweet Crude Oil Future March 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 90.57 89.23 -1.34 -1.5% 88.08
High 90.60 89.35 -1.25 -1.4% 91.06
Low 88.53 88.78 0.25 0.3% 87.58
Close 89.23 89.17 -0.06 -0.1% 89.23
Range 2.07 0.57 -1.50 -72.5% 3.48
ATR 1.62 1.55 -0.08 -4.6% 0.00
Volume 51,873 46,635 -5,238 -10.1% 285,126
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.81 90.56 89.48
R3 90.24 89.99 89.33
R2 89.67 89.67 89.27
R1 89.42 89.42 89.22 89.26
PP 89.10 89.10 89.10 89.02
S1 88.85 88.85 89.12 88.69
S2 88.53 88.53 89.07
S3 87.96 88.28 89.01
S4 87.39 87.71 88.86
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 99.73 97.96 91.14
R3 96.25 94.48 90.19
R2 92.77 92.77 89.87
R1 91.00 91.00 89.55 91.89
PP 89.29 89.29 89.29 89.73
S1 87.52 87.52 88.91 88.41
S2 85.81 85.81 88.59
S3 82.33 84.04 88.27
S4 78.85 80.56 87.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.06 88.22 2.84 3.2% 1.37 1.5% 33% False False 50,376
10 91.06 86.40 4.66 5.2% 1.29 1.4% 59% False False 57,502
20 91.53 86.40 5.13 5.8% 1.48 1.7% 54% False False 47,613
40 91.53 85.80 5.73 6.4% 1.68 1.9% 59% False False 40,397
60 95.21 85.80 9.41 10.6% 1.83 2.0% 36% False False 33,720
80 101.78 85.80 15.98 17.9% 1.88 2.1% 21% False False 29,499
100 101.78 85.80 15.98 17.9% 1.80 2.0% 21% False False 26,139
120 101.78 85.80 15.98 17.9% 1.77 2.0% 21% False False 22,845
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 128 trading days
Fibonacci Retracements and Extensions
4.250 91.77
2.618 90.84
1.618 90.27
1.000 89.92
0.618 89.70
HIGH 89.35
0.618 89.13
0.500 89.07
0.382 89.00
LOW 88.78
0.618 88.43
1.000 88.21
1.618 87.86
2.618 87.29
4.250 86.36
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 89.14 89.80
PP 89.10 89.59
S1 89.07 89.38

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

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