NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 88.34 89.56 1.22 1.4% 87.90
High 90.03 89.81 -0.22 -0.2% 92.00
Low 88.29 89.07 0.78 0.9% 87.76
Close 89.61 89.27 -0.34 -0.4% 89.61
Range 1.74 0.74 -1.00 -57.5% 4.24
ATR 1.57 1.51 -0.06 -3.8% 0.00
Volume 5,312 4,743 -569 -10.7% 20,847
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.60 91.18 89.68
R3 90.86 90.44 89.47
R2 90.12 90.12 89.41
R1 89.70 89.70 89.34 89.54
PP 89.38 89.38 89.38 89.31
S1 88.96 88.96 89.20 88.80
S2 88.64 88.64 89.13
S3 87.90 88.22 89.07
S4 87.16 87.48 88.86
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.51 100.30 91.94
R3 98.27 96.06 90.78
R2 94.03 94.03 90.39
R1 91.82 91.82 90.00 92.93
PP 89.79 89.79 89.79 90.34
S1 87.58 87.58 89.22 88.69
S2 85.55 85.55 88.83
S3 81.31 83.34 88.44
S4 77.07 79.10 87.28
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 4.7% 1.99 2.2% 36% False False 4,261
10 92.00 87.76 4.24 4.7% 1.55 1.7% 36% False False 3,455
20 95.43 87.76 7.67 8.6% 1.36 1.5% 20% False False 3,861
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.96
2.618 91.75
1.618 91.01
1.000 90.55
0.618 90.27
HIGH 89.81
0.618 89.53
0.500 89.44
0.382 89.35
LOW 89.07
0.618 88.61
1.000 88.33
1.618 87.87
2.618 87.13
4.250 85.93
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 89.44 89.18
PP 89.38 89.09
S1 89.33 89.00

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

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