NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 14-Nov-2012
Day Change Summary
Previous Current
13-Nov-2012 14-Nov-2012 Change Change % Previous Week
Open 86.75 86.45 -0.30 -0.3% 85.79
High 87.10 87.65 0.55 0.6% 90.22
Low 85.76 85.99 0.23 0.3% 85.16
Close 86.48 87.31 0.83 1.0% 87.16
Range 1.34 1.66 0.32 23.9% 5.06
ATR 2.08 2.05 -0.03 -1.5% 0.00
Volume 42,992 67,765 24,773 57.6% 253,449
Daily Pivots for day following 14-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.96 91.30 88.22
R3 90.30 89.64 87.77
R2 88.64 88.64 87.61
R1 87.98 87.98 87.46 88.31
PP 86.98 86.98 86.98 87.15
S1 86.32 86.32 87.16 86.65
S2 85.32 85.32 87.01
S3 83.66 84.66 86.85
S4 82.00 83.00 86.40
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 87.78 85.21 2.57 2.9% 1.64 1.9% 82% False False 51,272
10 90.22 85.16 5.06 5.8% 2.18 2.5% 42% False False 50,094
20 94.42 85.16 9.26 10.6% 2.11 2.4% 23% False False 37,594
40 94.87 85.16 9.71 11.1% 2.08 2.4% 22% False False 28,298
60 101.53 85.16 16.37 18.7% 2.05 2.4% 13% False False 23,644
80 101.53 85.16 16.37 18.7% 1.94 2.2% 13% False False 19,818
100 101.53 80.09 21.44 24.6% 1.98 2.3% 34% False False 16,982
120 101.53 80.09 21.44 24.6% 1.91 2.2% 34% False False 14,936
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 94.71
2.618 92.00
1.618 90.34
1.000 89.31
0.618 88.68
HIGH 87.65
0.618 87.02
0.500 86.82
0.382 86.62
LOW 85.99
0.618 84.96
1.000 84.33
1.618 83.30
2.618 81.64
4.250 78.94
Fisher Pivots for day following 14-Nov-2012
Pivot 1 day 3 day
R1 87.15 87.11
PP 86.98 86.91
S1 86.82 86.71

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

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