NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 05-Nov-2012
Day Change Summary
Previous Current
02-Nov-2012 05-Nov-2012 Change Change % Previous Week
Open 89.92 87.90 -2.02 -2.2% 88.50
High 90.35 89.23 -1.12 -1.2% 90.35
Low 88.30 87.90 -0.40 -0.5% 88.30
Close 88.30 89.05 0.75 0.8% 88.30
Range 2.05 1.33 -0.72 -35.1% 2.05
ATR 1.29 1.29 0.00 0.2% 0.00
Volume 2,176 4,284 2,108 96.9% 14,145
Daily Pivots for day following 05-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.72 92.21 89.78
R3 91.39 90.88 89.42
R2 90.06 90.06 89.29
R1 89.55 89.55 89.17 89.81
PP 88.73 88.73 88.73 88.85
S1 88.22 88.22 88.93 88.48
S2 87.40 87.40 88.81
S3 86.07 86.89 88.68
S4 84.74 85.56 88.32
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 87.90 2.45 2.8% 1.10 1.2% 47% False True 2,650
10 90.35 87.90 2.45 2.8% 1.03 1.2% 47% False True 3,247
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.88
2.618 92.71
1.618 91.38
1.000 90.56
0.618 90.05
HIGH 89.23
0.618 88.72
0.500 88.57
0.382 88.41
LOW 87.90
0.618 87.08
1.000 86.57
1.618 85.75
2.618 84.42
4.250 82.25
Fisher Pivots for day following 05-Nov-2012
Pivot 1 day 3 day
R1 88.89 89.13
PP 88.73 89.10
S1 88.57 89.08

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

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