NYMEX Light Sweet Crude Oil Future June 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 91.42 90.58 -0.84 -0.9% 90.92
High 91.59 91.04 -0.55 -0.6% 91.54
Low 90.24 88.63 -1.61 -1.8% 88.22
Close 90.73 89.12 -1.61 -1.8% 91.43
Range 1.35 2.41 1.06 78.5% 3.32
ATR 1.73 1.78 0.05 2.8% 0.00
Volume 24,887 36,242 11,355 45.6% 95,408
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.83 95.38 90.45
R3 94.42 92.97 89.78
R2 92.01 92.01 89.56
R1 90.56 90.56 89.34 90.08
PP 89.60 89.60 89.60 89.36
S1 88.15 88.15 88.90 87.67
S2 87.19 87.19 88.68
S3 84.78 85.74 88.46
S4 82.37 83.33 87.79
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.36 99.21 93.26
R3 97.04 95.89 92.34
R2 93.72 93.72 92.04
R1 92.57 92.57 91.73 93.15
PP 90.40 90.40 90.40 90.68
S1 89.25 89.25 91.13 89.83
S2 87.08 87.08 90.82
S3 83.76 85.93 90.52
S4 80.44 82.61 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.73 88.63 4.10 4.6% 1.67 1.9% 12% False True 29,872
10 92.73 88.22 4.51 5.1% 1.55 1.7% 20% False False 22,796
20 92.73 87.38 5.35 6.0% 1.66 1.9% 33% False False 25,631
40 95.50 87.22 8.28 9.3% 1.78 2.0% 23% False False 24,353
60 101.40 87.22 14.18 15.9% 1.94 2.2% 13% False False 24,640
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 0.20
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 101.28
2.618 97.35
1.618 94.94
1.000 93.45
0.618 92.53
HIGH 91.04
0.618 90.12
0.500 89.84
0.382 89.55
LOW 88.63
0.618 87.14
1.000 86.22
1.618 84.73
2.618 82.32
4.250 78.39
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 89.84 90.20
PP 89.60 89.84
S1 89.36 89.48

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

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