NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 85.49 86.02 0.53 0.6% 85.79
High 86.76 87.78 1.02 1.2% 90.22
Low 85.35 85.21 -0.14 -0.2% 85.16
Close 86.14 87.16 1.02 1.2% 87.16
Range 1.41 2.57 1.16 82.3% 5.06
ATR 2.19 2.21 0.03 1.3% 0.00
Volume 49,413 41,817 -7,596 -15.4% 253,449
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 94.43 93.36 88.57
R3 91.86 90.79 87.87
R2 89.29 89.29 87.63
R1 88.22 88.22 87.40 88.76
PP 86.72 86.72 86.72 86.98
S1 85.65 85.65 86.92 86.19
S2 84.15 84.15 86.69
S3 81.58 83.08 86.45
S4 79.01 80.51 85.75
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 102.69 99.99 89.94
R3 97.63 94.93 88.55
R2 92.57 92.57 88.09
R1 89.87 89.87 87.62 91.22
PP 87.51 87.51 87.51 88.19
S1 84.81 84.81 86.70 86.16
S2 82.45 82.45 86.23
S3 77.39 79.75 85.77
S4 72.33 74.69 84.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.22 85.16 5.06 5.8% 2.76 3.2% 40% False False 50,689
10 90.22 85.16 5.06 5.8% 2.16 2.5% 40% False False 41,789
20 94.42 85.16 9.26 10.6% 2.11 2.4% 22% False False 32,129
40 100.63 85.16 15.47 17.7% 2.25 2.6% 13% False False 25,722
60 101.53 85.16 16.37 18.8% 2.04 2.3% 12% False False 21,327
80 101.53 85.16 16.37 18.8% 1.96 2.2% 12% False False 18,015
100 101.53 80.09 21.44 24.6% 1.99 2.3% 33% False False 15,570
120 101.53 80.09 21.44 24.6% 1.88 2.2% 33% False False 13,638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.70
2.618 94.51
1.618 91.94
1.000 90.35
0.618 89.37
HIGH 87.78
0.618 86.80
0.500 86.50
0.382 86.19
LOW 85.21
0.618 83.62
1.000 82.64
1.618 81.05
2.618 78.48
4.250 74.29
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 86.94 87.49
PP 86.72 87.38
S1 86.50 87.27

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

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