NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 17-Dec-2012
Day Change Summary
Previous Current
14-Dec-2012 17-Dec-2012 Change Change % Previous Week
Open 88.88 89.76 0.88 1.0% 88.87
High 89.48 89.98 0.50 0.6% 90.12
Low 88.78 89.13 0.35 0.4% 88.00
Close 89.33 89.40 0.07 0.1% 89.33
Range 0.70 0.85 0.15 21.4% 2.12
ATR 1.57 1.52 -0.05 -3.3% 0.00
Volume 22,895 68,655 45,760 199.9% 139,797
Daily Pivots for day following 17-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.05 91.58 89.87
R3 91.20 90.73 89.63
R2 90.35 90.35 89.56
R1 89.88 89.88 89.48 89.69
PP 89.50 89.50 89.50 89.41
S1 89.03 89.03 89.32 88.84
S2 88.65 88.65 89.24
S3 87.80 88.18 89.17
S4 86.95 87.33 88.93
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 95.51 94.54 90.50
R3 93.39 92.42 89.91
R2 91.27 91.27 89.72
R1 90.30 90.30 89.52 90.79
PP 89.15 89.15 89.15 89.39
S1 88.18 88.18 89.14 88.67
S2 87.03 87.03 88.94
S3 84.91 86.06 88.75
S4 82.79 83.94 88.16
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.12 88.00 2.12 2.4% 1.06 1.2% 66% False False 36,974
10 91.77 88.00 3.77 4.2% 1.29 1.4% 37% False False 33,055
20 92.73 88.00 4.73 5.3% 1.48 1.7% 30% False False 28,982
40 93.42 87.22 6.20 6.9% 1.69 1.9% 35% False False 26,136
60 95.69 87.22 8.47 9.5% 1.78 2.0% 26% False False 25,297
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.59
2.618 92.21
1.618 91.36
1.000 90.83
0.618 90.51
HIGH 89.98
0.618 89.66
0.500 89.56
0.382 89.45
LOW 89.13
0.618 88.60
1.000 88.28
1.618 87.75
2.618 86.90
4.250 85.52
Fisher Pivots for day following 17-Dec-2012
Pivot 1 day 3 day
R1 89.56 89.31
PP 89.50 89.23
S1 89.45 89.14

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

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