NYMEX Light Sweet Crude Oil Future January 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 88.76 84.85 -3.91 -4.4% 86.88
High 89.26 86.18 -3.08 -3.5% 87.85
Low 84.53 84.72 0.19 0.2% 85.18
Close 84.91 85.56 0.65 0.8% 85.40
Range 4.73 1.46 -3.27 -69.1% 2.67
ATR 2.31 2.25 -0.06 -2.6% 0.00
Volume 83,202 103,199 19,997 24.0% 271,776
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 89.87 89.17 86.36
R3 88.41 87.71 85.96
R2 86.95 86.95 85.83
R1 86.25 86.25 85.69 86.60
PP 85.49 85.49 85.49 85.66
S1 84.79 84.79 85.43 85.14
S2 84.03 84.03 85.29
S3 82.57 83.33 85.16
S4 81.11 81.87 84.76
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.15 92.45 86.87
R3 91.48 89.78 86.13
R2 88.81 88.81 85.89
R1 87.11 87.11 85.64 86.63
PP 86.14 86.14 86.14 85.90
S1 84.44 84.44 85.16 83.96
S2 83.47 83.47 84.91
S3 80.80 81.77 84.67
S4 78.13 79.10 83.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.67 84.53 5.14 6.0% 2.79 3.3% 20% False False 88,624
10 89.67 84.53 5.14 6.0% 2.12 2.5% 20% False False 70,153
20 93.98 84.53 9.45 11.0% 2.11 2.5% 11% False False 60,262
40 101.19 84.53 16.66 19.5% 2.31 2.7% 6% False False 45,548
60 101.19 84.53 16.66 19.5% 2.13 2.5% 6% False False 36,689
80 101.19 84.53 16.66 19.5% 2.07 2.4% 6% False False 30,974
100 101.19 79.69 21.50 25.1% 2.13 2.5% 27% False False 26,881
120 101.19 79.69 21.50 25.1% 2.12 2.5% 27% False False 23,520
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 92.39
2.618 90.00
1.618 88.54
1.000 87.64
0.618 87.08
HIGH 86.18
0.618 85.62
0.500 85.45
0.382 85.28
LOW 84.72
0.618 83.82
1.000 83.26
1.618 82.36
2.618 80.90
4.250 78.52
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 85.52 87.10
PP 85.49 86.59
S1 85.45 86.07

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

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