NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 28-Nov-2012
Day Change Summary
Previous Current
27-Nov-2012 28-Nov-2012 Change Change % Previous Week
Open 88.33 87.94 -0.39 -0.4% 87.93
High 88.87 87.96 -0.91 -1.0% 90.31
Low 87.46 86.01 -1.45 -1.7% 86.73
Close 87.81 87.13 -0.68 -0.8% 88.90
Range 1.41 1.95 0.54 38.3% 3.58
ATR 1.98 1.97 0.00 -0.1% 0.00
Volume 29,664 39,114 9,450 31.9% 247,988
Daily Pivots for day following 28-Nov-2012
Classic Woodie Camarilla DeMark
R4 92.88 91.96 88.20
R3 90.93 90.01 87.67
R2 88.98 88.98 87.49
R1 88.06 88.06 87.31 87.55
PP 87.03 87.03 87.03 86.78
S1 86.11 86.11 86.95 85.60
S2 85.08 85.08 86.77
S3 83.13 84.16 86.59
S4 81.18 82.21 86.06
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 89.14 86.01 3.13 3.6% 1.52 1.7% 36% False True 43,334
10 90.31 85.70 4.61 5.3% 1.89 2.2% 31% False False 50,899
20 90.31 85.16 5.15 5.9% 2.02 2.3% 38% False False 48,083
40 94.87 85.16 9.71 11.1% 2.11 2.4% 20% False False 35,910
60 101.53 85.16 16.37 18.8% 2.09 2.4% 12% False False 29,381
80 101.53 85.16 16.37 18.8% 1.95 2.2% 12% False False 24,412
100 101.53 85.16 16.37 18.8% 1.91 2.2% 12% False False 20,878
120 101.53 80.09 21.44 24.6% 1.95 2.2% 33% False False 18,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 96.25
2.618 93.07
1.618 91.12
1.000 89.91
0.618 89.17
HIGH 87.96
0.618 87.22
0.500 86.99
0.382 86.75
LOW 86.01
0.618 84.80
1.000 84.06
1.618 82.85
2.618 80.90
4.250 77.72
Fisher Pivots for day following 28-Nov-2012
Pivot 1 day 3 day
R1 87.08 87.46
PP 87.03 87.35
S1 86.99 87.24

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

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