NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 89.23 89.18 -0.05 -0.1% 88.08
High 89.35 91.82 2.47 2.8% 91.06
Low 88.78 89.18 0.40 0.5% 87.58
Close 89.17 91.49 2.32 2.6% 89.23
Range 0.57 2.64 2.07 363.2% 3.48
ATR 1.55 1.63 0.08 5.1% 0.00
Volume 46,635 8,169 -38,466 -82.5% 285,126
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.75 97.76 92.94
R3 96.11 95.12 92.22
R2 93.47 93.47 91.97
R1 92.48 92.48 91.73 92.98
PP 90.83 90.83 90.83 91.08
S1 89.84 89.84 91.25 90.34
S2 88.19 88.19 91.01
S3 85.55 87.20 90.76
S4 82.91 84.56 90.04
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 91.82 88.53 3.29 3.6% 1.72 1.9% 90% True False 40,845
10 91.82 86.83 4.99 5.5% 1.44 1.6% 93% True False 52,704
20 91.82 86.40 5.42 5.9% 1.54 1.7% 94% True False 46,869
40 91.82 85.80 6.02 6.6% 1.71 1.9% 95% True False 39,996
60 95.21 85.80 9.41 10.3% 1.84 2.0% 60% False False 33,640
80 101.78 85.80 15.98 17.5% 1.89 2.1% 36% False False 29,402
100 101.78 85.80 15.98 17.5% 1.79 2.0% 36% False False 26,103
120 101.78 85.80 15.98 17.5% 1.77 1.9% 36% False False 22,868
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 0.17
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 103.04
2.618 98.73
1.618 96.09
1.000 94.46
0.618 93.45
HIGH 91.82
0.618 90.81
0.500 90.50
0.382 90.19
LOW 89.18
0.618 87.55
1.000 86.54
1.618 84.91
2.618 82.27
4.250 77.96
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 91.16 91.05
PP 90.83 90.61
S1 90.50 90.18

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

View Archives - Comment on this page... - Back to Index of Symbols