NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 84.52 85.00 0.48 0.6% 84.65
High 85.70 86.77 1.07 1.2% 89.22
Low 84.22 84.13 -0.09 -0.1% 84.05
Close 85.09 86.07 0.98 1.2% 86.07
Range 1.48 2.64 1.16 78.4% 5.17
ATR 2.30 2.33 0.02 1.0% 0.00
Volume 296,599 322,403 25,804 8.7% 1,566,039
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.58 92.46 87.52
R3 90.94 89.82 86.80
R2 88.30 88.30 86.55
R1 87.18 87.18 86.31 87.74
PP 85.66 85.66 85.66 85.94
S1 84.54 84.54 85.83 85.10
S2 83.02 83.02 85.59
S3 80.38 81.90 85.34
S4 77.74 79.26 84.62
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 101.96 99.18 88.91
R3 96.79 94.01 87.49
R2 91.62 91.62 87.02
R1 88.84 88.84 86.54 90.23
PP 86.45 86.45 86.45 87.14
S1 83.67 83.67 85.60 85.06
S2 81.28 81.28 85.12
S3 76.11 78.50 84.65
S4 70.94 73.33 83.23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.22 84.05 5.17 6.0% 2.85 3.3% 39% False False 313,207
10 89.22 84.05 5.17 6.0% 2.28 2.6% 39% False False 252,505
20 93.49 84.05 9.44 11.0% 2.21 2.6% 21% False False 239,075
40 100.10 84.05 16.05 18.6% 2.38 2.8% 13% False False 164,214
60 101.01 84.05 16.96 19.7% 2.22 2.6% 12% False False 130,469
80 101.01 84.05 16.96 19.7% 2.20 2.6% 12% False False 110,764
100 101.01 79.12 21.89 25.4% 2.28 2.7% 32% False False 98,228
120 101.01 79.12 21.89 25.4% 2.33 2.7% 32% False False 89,492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.99
2.618 93.68
1.618 91.04
1.000 89.41
0.618 88.40
HIGH 86.77
0.618 85.76
0.500 85.45
0.382 85.14
LOW 84.13
0.618 82.50
1.000 81.49
1.618 79.86
2.618 77.22
4.250 72.91
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 85.86 86.43
PP 85.66 86.31
S1 85.45 86.19

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

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