NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 06-Jul-2012
Day Change Summary
Previous Current
05-Jul-2012 06-Jul-2012 Change Change % Previous Week
Open 89.28 88.41 -0.87 -1.0% 87.01
High 91.01 88.80 -2.21 -2.4% 91.01
Low 89.01 86.60 -2.41 -2.7% 84.64
Close 89.62 86.98 -2.64 -2.9% 86.98
Range 2.00 2.20 0.20 10.0% 6.37
ATR 2.35 2.40 0.05 2.0% 0.00
Volume 6,805 6,315 -490 -7.2% 27,566
Daily Pivots for day following 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.06 92.72 88.19
R3 91.86 90.52 87.59
R2 89.66 89.66 87.38
R1 88.32 88.32 87.18 87.89
PP 87.46 87.46 87.46 87.25
S1 86.12 86.12 86.78 85.69
S2 85.26 85.26 86.58
S3 83.06 83.92 86.38
S4 80.86 81.72 85.77
Weekly Pivots for week ending 06-Jul-2012
Classic Woodie Camarilla DeMark
R4 106.65 103.19 90.48
R3 100.28 96.82 88.73
R2 93.91 93.91 88.15
R1 90.45 90.45 87.56 89.00
PP 87.54 87.54 87.54 86.82
S1 84.08 84.08 86.40 82.63
S2 81.17 81.17 85.81
S3 74.80 77.71 85.23
S4 68.43 71.34 83.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.01 81.97 9.04 10.4% 3.20 3.7% 55% False False 6,586
10 91.01 80.09 10.92 12.6% 2.43 2.8% 63% False False 6,168
20 91.01 80.09 10.92 12.6% 2.15 2.5% 63% False False 5,451
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 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 94.56
1.618 92.36
1.000 91.00
0.618 90.16
HIGH 88.80
0.618 87.96
0.500 87.70
0.382 87.44
LOW 86.60
0.618 85.24
1.000 84.40
1.618 83.04
2.618 80.84
4.250 77.25
Fisher Pivots for day following 06-Jul-2012
Pivot 1 day 3 day
R1 87.70 88.81
PP 87.46 88.20
S1 87.22 87.59

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

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