NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 88.82 88.33 -0.49 -0.6% 87.93
High 88.90 88.87 -0.03 0.0% 90.31
Low 87.90 87.46 -0.44 -0.5% 86.73
Close 88.37 87.81 -0.56 -0.6% 88.90
Range 1.00 1.41 0.41 41.0% 3.58
ATR 2.02 1.98 -0.04 -2.2% 0.00
Volume 14,211 29,664 15,453 108.7% 247,988
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.28 91.45 88.59
R3 90.87 90.04 88.20
R2 89.46 89.46 88.07
R1 88.63 88.63 87.94 88.34
PP 88.05 88.05 88.05 87.90
S1 87.22 87.22 87.68 86.93
S2 86.64 86.64 87.55
S3 85.23 85.81 87.42
S4 83.82 84.40 87.03
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.39 97.72 90.87
R3 95.81 94.14 89.88
R2 92.23 92.23 89.56
R1 90.56 90.56 89.23 91.40
PP 88.65 88.65 88.65 89.06
S1 86.98 86.98 88.57 87.82
S2 85.07 85.07 88.24
S3 81.49 83.40 87.92
S4 77.91 79.82 86.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.70 86.73 2.97 3.4% 1.73 2.0% 36% False False 45,761
10 90.31 85.70 4.61 5.2% 1.83 2.1% 46% False False 51,286
20 90.31 85.16 5.15 5.9% 1.98 2.3% 51% False False 47,616
40 94.87 85.16 9.71 11.1% 2.09 2.4% 27% False False 35,347
60 101.53 85.16 16.37 18.6% 2.09 2.4% 16% False False 28,929
80 101.53 85.16 16.37 18.6% 1.94 2.2% 16% False False 24,078
100 101.53 85.16 16.37 18.6% 1.91 2.2% 16% False False 20,536
120 101.53 80.09 21.44 24.4% 1.95 2.2% 36% False False 18,022
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 94.86
2.618 92.56
1.618 91.15
1.000 90.28
0.618 89.74
HIGH 88.87
0.618 88.33
0.500 88.17
0.382 88.00
LOW 87.46
0.618 86.59
1.000 86.05
1.618 85.18
2.618 83.77
4.250 81.47
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 88.17 88.27
PP 88.05 88.12
S1 87.93 87.96

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

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