NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 90.32 89.76 -0.56 -0.6% 90.00
High 90.80 90.04 -0.76 -0.8% 90.78
Low 89.32 87.62 -1.70 -1.9% 87.32
Close 89.75 88.12 -1.63 -1.8% 90.68
Range 1.48 2.42 0.94 63.5% 3.46
ATR 1.71 1.76 0.05 2.9% 0.00
Volume 20,166 21,478 1,312 6.5% 84,254
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.85 94.41 89.45
R3 93.43 91.99 88.79
R2 91.01 91.01 88.56
R1 89.57 89.57 88.34 89.08
PP 88.59 88.59 88.59 88.35
S1 87.15 87.15 87.90 86.66
S2 86.17 86.17 87.68
S3 83.75 84.73 87.45
S4 81.33 82.31 86.79
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.97 98.79 92.58
R3 96.51 95.33 91.63
R2 93.05 93.05 91.31
R1 91.87 91.87 91.00 92.46
PP 89.59 89.59 89.59 89.89
S1 88.41 88.41 90.36 89.00
S2 86.13 86.13 90.05
S3 82.67 84.95 89.73
S4 79.21 81.49 88.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.05 87.62 4.43 5.0% 1.67 1.9% 11% False True 20,705
10 92.05 87.32 4.73 5.4% 1.53 1.7% 17% False False 17,892
20 92.05 86.64 5.41 6.1% 1.62 1.8% 27% False False 19,164
40 95.11 86.42 8.69 9.9% 1.73 2.0% 20% False False 14,887
60 101.50 86.42 15.08 17.1% 1.83 2.1% 11% False False 12,632
80 101.50 86.42 15.08 17.1% 1.66 1.9% 11% False False 11,020
100 101.50 86.42 15.08 17.1% 1.56 1.8% 11% False False 9,696
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 0.21
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 100.33
2.618 96.38
1.618 93.96
1.000 92.46
0.618 91.54
HIGH 90.04
0.618 89.12
0.500 88.83
0.382 88.54
LOW 87.62
0.618 86.12
1.000 85.20
1.618 83.70
2.618 81.28
4.250 77.34
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 88.83 89.29
PP 88.59 88.90
S1 88.36 88.51

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

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