NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 88.78 88.56 -0.22 -0.2% 87.89
High 89.43 89.69 0.26 0.3% 92.03
Low 88.14 88.25 0.11 0.1% 87.22
Close 88.82 89.33 0.51 0.6% 89.29
Range 1.29 1.44 0.15 11.6% 4.81
ATR 1.96 1.92 -0.04 -1.9% 0.00
Volume 19,320 28,466 9,146 47.3% 136,152
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.41 92.81 90.12
R3 91.97 91.37 89.73
R2 90.53 90.53 89.59
R1 89.93 89.93 89.46 90.23
PP 89.09 89.09 89.09 89.24
S1 88.49 88.49 89.20 88.79
S2 87.65 87.65 89.07
S3 86.21 87.05 88.93
S4 84.77 85.61 88.54
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 89.91 87.38 2.53 2.8% 1.51 1.7% 77% False False 24,251
10 92.03 87.22 4.81 5.4% 2.03 2.3% 44% False False 24,366
20 95.50 87.22 8.28 9.3% 1.95 2.2% 25% False False 22,919
40 95.69 87.22 8.47 9.5% 1.90 2.1% 25% False False 23,442
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.45
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 95.81
2.618 93.46
1.618 92.02
1.000 91.13
0.618 90.58
HIGH 89.69
0.618 89.14
0.500 88.97
0.382 88.80
LOW 88.25
0.618 87.36
1.000 86.81
1.618 85.92
2.618 84.48
4.250 82.13
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 89.21 89.21
PP 89.09 89.09
S1 88.97 88.98

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

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