NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 91.14 91.69 0.55 0.6% 89.56
High 92.14 92.33 0.19 0.2% 89.97
Low 90.88 91.69 0.81 0.9% 88.72
Close 92.08 92.32 0.24 0.3% 89.75
Range 1.26 0.64 -0.62 -49.2% 1.25
ATR 1.02 0.99 -0.03 -2.6% 0.00
Volume 1,620 5,093 3,473 214.4% 27,395
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.03 93.82 92.67
R3 93.39 93.18 92.50
R2 92.75 92.75 92.44
R1 92.54 92.54 92.38 92.65
PP 92.11 92.11 92.11 92.17
S1 91.90 91.90 92.26 92.01
S2 91.47 91.47 92.20
S3 90.83 91.26 92.14
S4 90.19 90.62 91.97
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 93.23 92.74 90.44
R3 91.98 91.49 90.09
R2 90.73 90.73 89.98
R1 90.24 90.24 89.86 90.49
PP 89.48 89.48 89.48 89.60
S1 88.99 88.99 89.64 89.24
S2 88.23 88.23 89.52
S3 86.98 87.74 89.41
S4 85.73 86.49 89.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.33 89.29 3.04 3.3% 0.64 0.7% 100% True False 3,647
10 92.33 88.72 3.61 3.9% 0.69 0.7% 100% True False 4,482
20 92.94 88.72 4.22 4.6% 0.69 0.7% 85% False False 3,370
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.05
2.618 94.01
1.618 93.37
1.000 92.97
0.618 92.73
HIGH 92.33
0.618 92.09
0.500 92.01
0.382 91.93
LOW 91.69
0.618 91.29
1.000 91.05
1.618 90.65
2.618 90.01
4.250 88.97
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 92.22 91.99
PP 92.11 91.65
S1 92.01 91.32

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

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