NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 09-Jul-2012
Day Change Summary
Previous Current
06-Jul-2012 09-Jul-2012 Change Change % Previous Week
Open 88.41 86.95 -1.46 -1.7% 87.01
High 88.80 88.82 0.02 0.0% 91.01
Low 86.60 86.83 0.23 0.3% 84.64
Close 86.98 88.48 1.50 1.7% 86.98
Range 2.20 1.99 -0.21 -9.5% 6.37
ATR 2.40 2.37 -0.03 -1.2% 0.00
Volume 6,315 4,941 -1,374 -21.8% 27,566
Daily Pivots for day following 09-Jul-2012
Classic Woodie Camarilla DeMark
R4 94.01 93.24 89.57
R3 92.02 91.25 89.03
R2 90.03 90.03 88.84
R1 89.26 89.26 88.66 89.65
PP 88.04 88.04 88.04 88.24
S1 87.27 87.27 88.30 87.66
S2 86.05 86.05 88.12
S3 84.06 85.28 87.93
S4 82.07 83.29 87.39
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 84.64 6.37 7.2% 2.44 2.8% 60% False False 6,501
10 91.01 80.09 10.92 12.3% 2.48 2.8% 77% False False 5,705
20 91.01 80.09 10.92 12.3% 2.17 2.5% 77% False False 5,433
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 97.28
2.618 94.03
1.618 92.04
1.000 90.81
0.618 90.05
HIGH 88.82
0.618 88.06
0.500 87.83
0.382 87.59
LOW 86.83
0.618 85.60
1.000 84.84
1.618 83.61
2.618 81.62
4.250 78.37
Fisher Pivots for day following 09-Jul-2012
Pivot 1 day 3 day
R1 88.26 88.81
PP 88.04 88.70
S1 87.83 88.59

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

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