NYMEX Light Sweet Crude Oil Future December 2012


Trading Metrics calculated at close of trading on 16-Nov-2012
Day Change Summary
Previous Current
15-Nov-2012 16-Nov-2012 Change Change % Previous Week
Open 86.36 85.28 -1.08 -1.3% 86.19
High 86.83 87.01 0.18 0.2% 87.01
Low 84.68 85.02 0.34 0.4% 84.57
Close 85.45 86.67 1.22 1.4% 86.67
Range 2.15 1.99 -0.16 -7.4% 2.44
ATR 2.16 2.14 -0.01 -0.6% 0.00
Volume 168,098 32,015 -136,083 -81.0% 1,098,356
Daily Pivots for day following 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.20 91.43 87.76
R3 90.21 89.44 87.22
R2 88.22 88.22 87.03
R1 87.45 87.45 86.85 87.84
PP 86.23 86.23 86.23 86.43
S1 85.46 85.46 86.49 85.85
S2 84.24 84.24 86.31
S3 82.25 83.47 86.12
S4 80.26 81.48 85.58
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.40 92.48 88.01
R3 90.96 90.04 87.34
R2 88.52 88.52 87.12
R1 87.60 87.60 86.89 88.06
PP 86.08 86.08 86.08 86.32
S1 85.16 85.16 86.45 85.62
S2 83.64 83.64 86.22
S3 81.20 82.72 86.00
S4 78.76 80.28 85.33
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 87.01 84.57 2.44 2.8% 1.70 2.0% 86% True False 219,671
10 89.22 84.05 5.17 6.0% 2.27 2.6% 51% False False 266,439
20 91.27 84.05 7.22 8.3% 2.15 2.5% 36% False False 246,392
40 94.02 84.05 9.97 11.5% 2.22 2.6% 26% False False 180,972
60 101.01 84.05 16.96 19.6% 2.23 2.6% 15% False False 144,223
80 101.01 84.05 16.96 19.6% 2.15 2.5% 15% False False 121,545
100 101.01 79.12 21.89 25.3% 2.25 2.6% 34% False False 106,621
120 101.01 79.12 21.89 25.3% 2.31 2.7% 34% False False 97,082
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 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.47
2.618 92.22
1.618 90.23
1.000 89.00
0.618 88.24
HIGH 87.01
0.618 86.25
0.500 86.02
0.382 85.78
LOW 85.02
0.618 83.79
1.000 83.03
1.618 81.80
2.618 79.81
4.250 76.56
Fisher Pivots for day following 16-Nov-2012
Pivot 1 day 3 day
R1 86.45 86.40
PP 86.23 86.12
S1 86.02 85.85

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

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