NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 88.00 88.25 0.25 0.3% 87.89
High 88.74 89.91 1.17 1.3% 92.03
Low 87.61 87.38 -0.23 -0.3% 87.22
Close 88.24 89.29 1.05 1.2% 89.29
Range 1.13 2.53 1.40 123.9% 4.81
ATR 2.04 2.08 0.03 1.7% 0.00
Volume 28,752 23,525 -5,227 -18.2% 136,152
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 96.45 95.40 90.68
R3 93.92 92.87 89.99
R2 91.39 91.39 89.75
R1 90.34 90.34 89.52 90.87
PP 88.86 88.86 88.86 89.12
S1 87.81 87.81 89.06 88.34
S2 86.33 86.33 88.83
S3 83.80 85.28 88.59
S4 81.27 82.75 87.90
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 103.94 101.43 91.94
R3 99.13 96.62 90.61
R2 94.32 94.32 90.17
R1 91.81 91.81 89.73 93.07
PP 89.51 89.51 89.51 90.14
S1 87.00 87.00 88.85 88.26
S2 84.70 84.70 88.41
S3 79.89 82.19 87.97
S4 75.08 77.38 86.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.03 87.22 4.81 5.4% 2.62 2.9% 43% False False 27,230
10 92.03 87.22 4.81 5.4% 2.01 2.3% 43% False False 22,510
20 95.50 87.22 8.28 9.3% 1.95 2.2% 25% False False 22,964
40 100.60 87.22 13.38 15.0% 2.08 2.3% 15% False False 23,937
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.66
2.618 96.53
1.618 94.00
1.000 92.44
0.618 91.47
HIGH 89.91
0.618 88.94
0.500 88.65
0.382 88.35
LOW 87.38
0.618 85.82
1.000 84.85
1.618 83.29
2.618 80.76
4.250 76.63
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 89.08 89.45
PP 88.86 89.40
S1 88.65 89.34

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

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