NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 26-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 26-Dec-2012 Change Change % Previous Week
Open 88.60 88.62 0.02 0.0% 87.26
High 88.86 91.30 2.44 2.7% 90.54
Low 88.20 88.59 0.39 0.4% 87.00
Close 88.61 90.98 2.37 2.7% 88.66
Range 0.66 2.71 2.05 310.6% 3.54
ATR 1.59 1.67 0.08 5.0% 0.00
Volume 48,516 141,598 93,082 191.9% 934,277
Daily Pivots for day following 26-Dec-2012
Classic Woodie Camarilla DeMark
R4 98.42 97.41 92.47
R3 95.71 94.70 91.73
R2 93.00 93.00 91.48
R1 91.99 91.99 91.23 92.50
PP 90.29 90.29 90.29 90.54
S1 89.28 89.28 90.73 89.79
S2 87.58 87.58 90.48
S3 84.87 86.57 90.23
S4 82.16 83.86 89.49
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 99.35 97.55 90.61
R3 95.81 94.01 89.63
R2 92.27 92.27 89.31
R1 90.47 90.47 88.98 91.37
PP 88.73 88.73 88.73 89.19
S1 86.93 86.93 88.34 87.83
S2 85.19 85.19 88.01
S3 81.65 83.39 87.69
S4 78.11 79.85 86.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.30 87.96 3.34 3.7% 1.77 1.9% 90% True False 156,343
10 91.30 86.21 5.09 5.6% 1.50 1.6% 94% True False 153,011
20 91.30 85.76 5.54 6.1% 1.58 1.7% 94% True False 107,845
40 91.30 85.16 6.14 6.7% 1.78 2.0% 95% True False 77,730
60 94.87 85.16 9.71 10.7% 1.92 2.1% 60% False False 59,513
80 101.53 85.16 16.37 18.0% 1.96 2.2% 36% False False 48,658
100 101.53 85.16 16.37 18.0% 1.87 2.1% 36% False False 40,832
120 101.53 85.16 16.37 18.0% 1.86 2.0% 36% False False 35,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 102.82
2.618 98.39
1.618 95.68
1.000 94.01
0.618 92.97
HIGH 91.30
0.618 90.26
0.500 89.95
0.382 89.63
LOW 88.59
0.618 86.92
1.000 85.88
1.618 84.21
2.618 81.50
4.250 77.07
Fisher Pivots for day following 26-Dec-2012
Pivot 1 day 3 day
R1 90.64 90.53
PP 90.29 90.08
S1 89.95 89.63

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

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