NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 90.63 91.52 0.89 1.0% 90.79
High 91.73 92.85 1.12 1.2% 91.73
Low 90.47 91.38 0.91 1.0% 88.57
Close 91.63 91.94 0.31 0.3% 91.63
Range 1.26 1.47 0.21 16.7% 3.16
ATR 1.43 1.44 0.00 0.2% 0.00
Volume 5,257 4,109 -1,148 -21.8% 16,456
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.47 95.67 92.75
R3 95.00 94.20 92.34
R2 93.53 93.53 92.21
R1 92.73 92.73 92.07 93.13
PP 92.06 92.06 92.06 92.26
S1 91.26 91.26 91.81 91.66
S2 90.59 90.59 91.67
S3 89.12 89.79 91.54
S4 87.65 88.32 91.13
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 100.12 99.04 93.37
R3 96.96 95.88 92.50
R2 93.80 93.80 92.21
R1 92.72 92.72 91.92 93.26
PP 90.64 90.64 90.64 90.92
S1 89.56 89.56 91.34 90.10
S2 87.48 87.48 91.05
S3 84.32 86.40 90.76
S4 81.16 83.24 89.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.85 88.57 4.28 4.7% 1.20 1.3% 79% True False 3,923
10 92.85 88.57 4.28 4.7% 1.33 1.4% 79% True False 4,318
20 92.85 87.76 5.09 5.5% 1.41 1.5% 82% True False 4,285
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 0.14
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 99.10
2.618 96.70
1.618 95.23
1.000 94.32
0.618 93.76
HIGH 92.85
0.618 92.29
0.500 92.12
0.382 91.94
LOW 91.38
0.618 90.47
1.000 89.91
1.618 89.00
2.618 87.53
4.250 85.13
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 92.12 91.78
PP 92.06 91.61
S1 92.00 91.45

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

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