NYMEX Light Sweet Crude Oil Future May 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 90.75 92.33 1.58 1.7% 89.07
High 92.70 92.84 0.14 0.2% 91.98
Low 90.64 91.57 0.93 1.0% 88.68
Close 92.47 92.39 -0.08 -0.1% 90.33
Range 2.06 1.27 -0.79 -38.3% 3.30
ATR 1.47 1.46 -0.01 -1.0% 0.00
Volume 3,355 19,080 15,725 468.7% 112,316
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.08 95.50 93.09
R3 94.81 94.23 92.74
R2 93.54 93.54 92.62
R1 92.96 92.96 92.51 93.25
PP 92.27 92.27 92.27 92.41
S1 91.69 91.69 92.27 91.98
S2 91.00 91.00 92.16
S3 89.73 90.42 92.04
S4 88.46 89.15 91.69
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.23 98.58 92.15
R3 96.93 95.28 91.24
R2 93.63 93.63 90.94
R1 91.98 91.98 90.63 92.81
PP 90.33 90.33 90.33 90.74
S1 88.68 88.68 90.03 89.51
S2 87.03 87.03 89.73
S3 83.73 85.38 89.42
S4 80.43 82.08 88.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.84 89.65 3.19 3.5% 1.34 1.4% 86% True False 15,633
10 92.84 87.99 4.85 5.2% 1.22 1.3% 91% True False 19,454
20 92.84 87.62 5.22 5.6% 1.31 1.4% 91% True False 18,030
40 92.84 86.95 5.89 6.4% 1.53 1.7% 92% True False 14,547
60 95.57 86.95 8.62 9.3% 1.62 1.7% 63% False False 12,051
80 101.54 86.95 14.59 15.8% 1.57 1.7% 37% False False 10,668
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 0.16
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.24
2.618 96.16
1.618 94.89
1.000 94.11
0.618 93.62
HIGH 92.84
0.618 92.35
0.500 92.21
0.382 92.06
LOW 91.57
0.618 90.79
1.000 90.30
1.618 89.52
2.618 88.25
4.250 86.17
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 92.33 92.05
PP 92.27 91.72
S1 92.21 91.38

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

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