NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 21-Dec-2012
Day Change Summary
Previous Current
20-Dec-2012 21-Dec-2012 Change Change % Previous Week
Open 91.43 91.92 0.49 0.5% 89.76
High 92.31 91.92 -0.39 -0.4% 92.31
Low 91.15 90.06 -1.09 -1.2% 89.13
Close 92.04 90.71 -1.33 -1.4% 90.71
Range 1.16 1.86 0.70 60.3% 3.18
ATR 1.49 1.52 0.04 2.4% 0.00
Volume 43,694 25,498 -18,196 -41.6% 190,708
Daily Pivots for day following 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.48 95.45 91.73
R3 94.62 93.59 91.22
R2 92.76 92.76 91.05
R1 91.73 91.73 90.88 91.32
PP 90.90 90.90 90.90 90.69
S1 89.87 89.87 90.54 89.46
S2 89.04 89.04 90.37
S3 87.18 88.01 90.20
S4 85.32 86.15 89.69
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.26 98.66 92.46
R3 97.08 95.48 91.58
R2 93.90 93.90 91.29
R1 92.30 92.30 91.00 93.10
PP 90.72 90.72 90.72 91.12
S1 89.12 89.12 90.42 89.92
S2 87.54 87.54 90.13
S3 84.36 85.94 89.84
S4 81.18 82.76 88.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.31 89.13 3.18 3.5% 1.31 1.4% 50% False False 38,141
10 92.31 88.00 4.31 4.8% 1.23 1.4% 63% False False 33,050
20 92.73 88.00 4.73 5.2% 1.37 1.5% 57% False False 28,895
40 92.73 87.22 5.51 6.1% 1.61 1.8% 63% False False 26,819
60 95.69 87.22 8.47 9.3% 1.75 1.9% 41% False False 25,776
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 0.21
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.83
2.618 96.79
1.618 94.93
1.000 93.78
0.618 93.07
HIGH 91.92
0.618 91.21
0.500 90.99
0.382 90.77
LOW 90.06
0.618 88.91
1.000 88.20
1.618 87.05
2.618 85.19
4.250 82.16
Fisher Pivots for day following 21-Dec-2012
Pivot 1 day 3 day
R1 90.99 91.19
PP 90.90 91.03
S1 90.80 90.87

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

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