NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 89.18 91.47 2.29 2.6% 88.08
High 91.82 91.92 0.10 0.1% 91.06
Low 89.18 90.55 1.37 1.5% 87.58
Close 91.49 91.37 -0.12 -0.1% 89.23
Range 2.64 1.37 -1.27 -48.1% 3.48
ATR 1.63 1.61 -0.02 -1.1% 0.00
Volume 8,169 40,729 32,560 398.6% 285,126
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.39 94.75 92.12
R3 94.02 93.38 91.75
R2 92.65 92.65 91.62
R1 92.01 92.01 91.50 91.65
PP 91.28 91.28 91.28 91.10
S1 90.64 90.64 91.24 90.28
S2 89.91 89.91 91.12
S3 88.54 89.27 90.99
S4 87.17 87.90 90.62
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 91.92 88.53 3.39 3.7% 1.59 1.7% 84% True False 40,616
10 91.92 86.94 4.98 5.5% 1.39 1.5% 89% True False 50,914
20 91.92 86.40 5.52 6.0% 1.52 1.7% 90% True False 47,554
40 91.92 85.80 6.12 6.7% 1.72 1.9% 91% True False 40,437
60 95.21 85.80 9.41 10.3% 1.84 2.0% 59% False False 34,102
80 101.78 85.80 15.98 17.5% 1.88 2.1% 35% False False 29,725
100 101.78 85.80 15.98 17.5% 1.79 2.0% 35% False False 26,385
120 101.78 85.80 15.98 17.5% 1.77 1.9% 35% False False 23,174
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.74
2.618 95.51
1.618 94.14
1.000 93.29
0.618 92.77
HIGH 91.92
0.618 91.40
0.500 91.24
0.382 91.07
LOW 90.55
0.618 89.70
1.000 89.18
1.618 88.33
2.618 86.96
4.250 84.73
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 91.33 91.03
PP 91.28 90.69
S1 91.24 90.35

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

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