NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 07-Dec-2012
Day Change Summary
Previous Current
06-Dec-2012 07-Dec-2012 Change Change % Previous Week
Open 88.43 86.95 -1.48 -1.7% 89.45
High 88.80 87.48 -1.32 -1.5% 90.90
Low 86.28 86.35 0.07 0.1% 86.28
Close 86.85 86.50 -0.35 -0.4% 86.50
Range 2.52 1.13 -1.39 -55.2% 4.62
ATR 1.93 1.87 -0.06 -3.0% 0.00
Volume 55,365 70,553 15,188 27.4% 287,796
Daily Pivots for day following 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 90.17 89.46 87.12
R3 89.04 88.33 86.81
R2 87.91 87.91 86.71
R1 87.20 87.20 86.60 86.99
PP 86.78 86.78 86.78 86.67
S1 86.07 86.07 86.40 85.86
S2 85.65 85.65 86.29
S3 84.52 84.94 86.19
S4 83.39 83.81 85.88
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.75 98.75 89.04
R3 97.13 94.13 87.77
R2 92.51 92.51 87.35
R1 89.51 89.51 86.92 88.70
PP 87.89 87.89 87.89 87.49
S1 84.89 84.89 86.08 84.08
S2 83.27 83.27 85.65
S3 78.65 80.27 85.23
S4 74.03 75.65 83.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.90 86.28 4.62 5.3% 1.70 2.0% 5% False False 57,559
10 90.90 86.01 4.89 5.7% 1.64 1.9% 10% False False 49,063
20 90.90 85.21 5.69 6.6% 1.80 2.1% 23% False False 52,791
40 94.42 85.16 9.26 10.7% 1.93 2.2% 14% False False 42,142
60 101.53 85.16 16.37 18.9% 2.09 2.4% 8% False False 34,466
80 101.53 85.16 16.37 18.9% 1.97 2.3% 8% False False 28,820
100 101.53 85.16 16.37 18.9% 1.92 2.2% 8% False False 24,611
120 101.53 80.09 21.44 24.8% 1.96 2.3% 30% False False 21,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 92.28
2.618 90.44
1.618 89.31
1.000 88.61
0.618 88.18
HIGH 87.48
0.618 87.05
0.500 86.92
0.382 86.78
LOW 86.35
0.618 85.65
1.000 85.22
1.618 84.52
2.618 83.39
4.250 81.55
Fisher Pivots for day following 07-Dec-2012
Pivot 1 day 3 day
R1 86.92 87.96
PP 86.78 87.47
S1 86.64 86.99

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

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