NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 90.37 87.11 -3.26 -3.6% 87.97
High 90.85 87.88 -2.97 -3.3% 89.28
Low 86.42 86.64 0.22 0.3% 86.96
Close 86.72 87.35 0.63 0.7% 87.17
Range 4.43 1.24 -3.19 -72.0% 2.32
ATR 2.02 1.96 -0.06 -2.7% 0.00
Volume 20,306 24,847 4,541 22.4% 51,506
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.01 90.42 88.03
R3 89.77 89.18 87.69
R2 88.53 88.53 87.58
R1 87.94 87.94 87.46 88.24
PP 87.29 87.29 87.29 87.44
S1 86.70 86.70 87.24 87.00
S2 86.05 86.05 87.12
S3 84.81 85.46 87.01
S4 83.57 84.22 86.67
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.76 93.29 88.45
R3 92.44 90.97 87.81
R2 90.12 90.12 87.60
R1 88.65 88.65 87.38 88.23
PP 87.80 87.80 87.80 87.59
S1 86.33 86.33 86.96 85.91
S2 85.48 85.48 86.74
S3 83.16 84.01 86.53
S4 80.84 81.69 85.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.29 86.42 4.87 5.6% 2.47 2.8% 19% False False 18,514
10 91.29 86.42 4.87 5.6% 1.80 2.1% 19% False False 14,179
20 95.11 86.42 8.69 9.9% 1.81 2.1% 11% False False 11,236
40 101.50 86.42 15.08 17.3% 1.92 2.2% 6% False False 9,778
60 101.50 86.42 15.08 17.3% 1.68 1.9% 6% False False 8,669
80 101.50 86.42 15.08 17.3% 1.55 1.8% 6% False False 7,577
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.19
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 93.15
2.618 91.13
1.618 89.89
1.000 89.12
0.618 88.65
HIGH 87.88
0.618 87.41
0.500 87.26
0.382 87.11
LOW 86.64
0.618 85.87
1.000 85.40
1.618 84.63
2.618 83.39
4.250 81.37
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 87.32 88.86
PP 87.29 88.35
S1 87.26 87.85

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

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