NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 15-Nov-2012
Day Change Summary
Previous Current
14-Nov-2012 15-Nov-2012 Change Change % Previous Week
Open 89.04 89.61 0.57 0.6% 87.90
High 89.89 89.89 0.00 0.0% 92.00
Low 89.04 88.32 -0.72 -0.8% 87.76
Close 89.62 88.78 -0.84 -0.9% 89.61
Range 0.85 1.57 0.72 84.7% 4.24
ATR 1.42 1.43 0.01 0.7% 0.00
Volume 5,258 4,148 -1,110 -21.1% 20,847
Daily Pivots for day following 15-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.71 92.81 89.64
R3 92.14 91.24 89.21
R2 90.57 90.57 89.07
R1 89.67 89.67 88.92 89.34
PP 89.00 89.00 89.00 88.83
S1 88.10 88.10 88.64 87.77
S2 87.43 87.43 88.49
S3 85.86 86.53 88.35
S4 84.29 84.96 87.92
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 90.03 88.29 1.74 2.0% 1.16 1.3% 28% False False 4,837
10 92.00 87.76 4.24 4.8% 1.67 1.9% 24% False False 4,190
20 95.43 87.76 7.67 8.6% 1.40 1.6% 13% False False 3,723
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 96.56
2.618 94.00
1.618 92.43
1.000 91.46
0.618 90.86
HIGH 89.89
0.618 89.29
0.500 89.11
0.382 88.92
LOW 88.32
0.618 87.35
1.000 86.75
1.618 85.78
2.618 84.21
4.250 81.65
Fisher Pivots for day following 15-Nov-2012
Pivot 1 day 3 day
R1 89.11 89.11
PP 89.00 89.00
S1 88.89 88.89

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

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