NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 86.19 85.59 -0.60 -0.7% 84.65
High 86.54 85.95 -0.59 -0.7% 89.22
Low 85.27 84.57 -0.70 -0.8% 84.05
Close 85.57 85.38 -0.19 -0.2% 86.07
Range 1.27 1.38 0.11 8.7% 5.17
ATR 2.25 2.19 -0.06 -2.8% 0.00
Volume 280,690 352,247 71,557 25.5% 1,566,039
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 89.44 88.79 86.14
R3 88.06 87.41 85.76
R2 86.68 86.68 85.63
R1 86.03 86.03 85.51 85.67
PP 85.30 85.30 85.30 85.12
S1 84.65 84.65 85.25 84.29
S2 83.92 83.92 85.13
S3 82.54 83.27 85.00
S4 81.16 81.89 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 88.80 84.05 4.75 5.6% 2.30 2.7% 28% False False 334,830
10 89.22 84.05 5.17 6.1% 2.25 2.6% 26% False False 290,604
20 93.49 84.05 9.44 11.1% 2.18 2.6% 14% False False 256,326
40 96.77 84.05 12.72 14.9% 2.28 2.7% 10% False False 175,250
60 101.01 84.05 16.96 19.9% 2.22 2.6% 8% False False 139,163
80 101.01 84.05 16.96 19.9% 2.16 2.5% 8% False False 117,192
100 101.01 79.12 21.89 25.6% 2.25 2.6% 29% False False 103,081
120 101.01 79.12 21.89 25.6% 2.32 2.7% 29% False False 93,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 91.82
2.618 89.56
1.618 88.18
1.000 87.33
0.618 86.80
HIGH 85.95
0.618 85.42
0.500 85.26
0.382 85.10
LOW 84.57
0.618 83.72
1.000 83.19
1.618 82.34
2.618 80.96
4.250 78.71
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 85.34 85.45
PP 85.30 85.43
S1 85.26 85.40

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

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