NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 26-Nov-2012
Day Change Summary
Previous Current
23-Nov-2012 26-Nov-2012 Change Change % Previous Week
Open 91.33 90.82 -0.51 -0.6% 91.19
High 91.47 90.82 -0.65 -0.7% 91.79
Low 91.33 90.78 -0.55 -0.6% 89.48
Close 91.47 90.78 -0.69 -0.8% 91.47
Range 0.14 0.04 -0.10 -71.4% 2.31
ATR
Volume 1,872 480 -1,392 -74.4% 12,355
Daily Pivots for day following 26-Nov-2012
Classic Woodie Camarilla DeMark
R4 90.91 90.89 90.80
R3 90.87 90.85 90.79
R2 90.83 90.83 90.79
R1 90.81 90.81 90.78 90.80
PP 90.79 90.79 90.79 90.79
S1 90.77 90.77 90.78 90.76
S2 90.75 90.75 90.77
S3 90.71 90.73 90.77
S4 90.67 90.69 90.76
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 97.84 96.97 92.74
R3 95.53 94.66 92.11
R2 93.22 93.22 91.89
R1 92.35 92.35 91.68 92.79
PP 90.91 90.91 90.91 91.13
S1 90.04 90.04 91.26 90.48
S2 88.60 88.60 91.05
S3 86.29 87.73 90.83
S4 83.98 85.42 90.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.79 89.48 2.31 2.5% 0.67 0.7% 56% False False 2,567
10 91.79 88.90 2.89 3.2% 0.59 0.6% 65% False False 2,769
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.02
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 90.99
2.618 90.92
1.618 90.88
1.000 90.86
0.618 90.84
HIGH 90.82
0.618 90.80
0.500 90.80
0.382 90.80
LOW 90.78
0.618 90.76
1.000 90.74
1.618 90.72
2.618 90.68
4.250 90.61
Fisher Pivots for day following 26-Nov-2012
Pivot 1 day 3 day
R1 90.80 90.97
PP 90.79 90.91
S1 90.79 90.84

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

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