NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
05-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 86.35 86.76 0.41 0.5% 93.17
High 86.49 87.81 1.32 1.5% 93.50
Low 85.31 86.51 1.20 1.4% 84.68
Close 85.83 86.96 1.13 1.3% 85.14
Range 1.18 1.30 0.12 10.2% 8.82
ATR 1.50 1.53 0.03 2.3% 0.00
Volume 3,071 2,917 -154 -5.0% 12,288
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 90.99 90.28 87.68
R3 89.69 88.98 87.32
R2 88.39 88.39 87.20
R1 87.68 87.68 87.08 88.04
PP 87.09 87.09 87.09 87.27
S1 86.38 86.38 86.84 86.74
S2 85.79 85.79 86.72
S3 84.49 85.08 86.60
S4 83.19 83.78 86.25
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 114.23 108.51 89.99
R3 105.41 99.69 87.57
R2 96.59 96.59 86.76
R1 90.87 90.87 85.95 89.32
PP 87.77 87.77 87.77 87.00
S1 82.05 82.05 84.33 80.50
S2 78.95 78.95 83.52
S3 70.13 73.23 82.71
S4 61.31 64.41 80.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 88.80 84.04 4.76 5.5% 1.40 1.6% 61% False False 3,625
10 93.50 84.04 9.46 10.9% 0.95 1.1% 31% False False 3,250
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 0.10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.34
2.618 91.21
1.618 89.91
1.000 89.11
0.618 88.61
HIGH 87.81
0.618 87.31
0.500 87.16
0.382 87.01
LOW 86.51
0.618 85.71
1.000 85.21
1.618 84.41
2.618 83.11
4.250 80.99
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 87.16 86.62
PP 87.09 86.27
S1 87.03 85.93

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

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