NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 02-Nov-2012
Day Change Summary
Previous Current
01-Nov-2012 02-Nov-2012 Change Change % Previous Week
Open 89.09 89.92 0.83 0.9% 88.50
High 90.22 90.35 0.13 0.1% 90.35
Low 89.03 88.30 -0.73 -0.8% 88.30
Close 90.11 88.30 -1.81 -2.0% 88.30
Range 1.19 2.05 0.86 72.3% 2.05
ATR 1.23 1.29 0.06 4.8% 0.00
Volume 2,983 2,176 -807 -27.1% 14,145
Daily Pivots for day following 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.13 93.77 89.43
R3 93.08 91.72 88.86
R2 91.03 91.03 88.68
R1 89.67 89.67 88.49 89.33
PP 88.98 88.98 88.98 88.81
S1 87.62 87.62 88.11 87.28
S2 86.93 86.93 87.92
S3 84.88 85.57 87.74
S4 82.83 83.52 87.17
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.13 93.77 89.43
R3 93.08 91.72 88.86
R2 91.03 91.03 88.68
R1 89.67 89.67 88.49 89.33
PP 88.98 88.98 88.98 88.81
S1 87.62 87.62 88.11 87.28
S2 86.93 86.93 87.92
S3 84.88 85.57 87.74
S4 82.83 83.52 87.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.35 88.30 2.05 2.3% 0.87 1.0% 0% True True 2,829
10 92.79 88.15 4.64 5.3% 1.07 1.2% 3% False False 3,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.18
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 99.06
2.618 95.72
1.618 93.67
1.000 92.40
0.618 91.62
HIGH 90.35
0.618 89.57
0.500 89.33
0.382 89.08
LOW 88.30
0.618 87.03
1.000 86.25
1.618 84.98
2.618 82.93
4.250 79.59
Fisher Pivots for day following 02-Nov-2012
Pivot 1 day 3 day
R1 89.33 89.33
PP 88.98 88.98
S1 88.64 88.64

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

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