NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 89.43 91.28 1.85 2.1% 88.50
High 92.00 91.81 -0.19 -0.2% 90.35
Low 89.43 87.76 -1.67 -1.9% 88.30
Close 91.86 87.87 -3.99 -4.3% 88.30
Range 2.57 4.05 1.48 57.6% 2.05
ATR 1.41 1.60 0.19 13.6% 0.00
Volume 2,231 3,497 1,266 56.7% 14,145
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 101.30 98.63 90.10
R3 97.25 94.58 88.98
R2 93.20 93.20 88.61
R1 90.53 90.53 88.24 89.84
PP 89.15 89.15 89.15 88.80
S1 86.48 86.48 87.50 85.79
S2 85.10 85.10 87.13
S3 81.05 82.43 86.76
S4 77.00 78.38 85.64
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 92.00 87.76 4.24 4.8% 2.24 2.5% 3% False True 3,034
10 92.00 87.76 4.24 4.8% 1.44 1.6% 3% False True 3,178
20 95.43 87.76 7.67 8.7% 1.32 1.5% 1% False True 3,771
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 21 trading days
Fibonacci Retracements and Extensions
4.250 109.02
2.618 102.41
1.618 98.36
1.000 95.86
0.618 94.31
HIGH 91.81
0.618 90.26
0.500 89.79
0.382 89.31
LOW 87.76
0.618 85.26
1.000 83.71
1.618 81.21
2.618 77.16
4.250 70.55
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 89.79 89.88
PP 89.15 89.21
S1 88.51 88.54

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

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