NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 91.00 91.15 0.15 0.2% 88.60
High 91.44 91.49 0.05 0.1% 91.49
Low 90.05 90.32 0.27 0.3% 88.20
Close 90.87 90.80 -0.07 -0.1% 90.80
Range 1.39 1.17 -0.22 -15.8% 3.29
ATR 1.65 1.62 -0.03 -2.1% 0.00
Volume 152,771 131,374 -21,397 -14.0% 474,259
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 94.38 93.76 91.44
R3 93.21 92.59 91.12
R2 92.04 92.04 91.01
R1 91.42 91.42 90.91 91.15
PP 90.87 90.87 90.87 90.73
S1 90.25 90.25 90.69 89.98
S2 89.70 89.70 90.59
S3 88.53 89.08 90.48
S4 87.36 87.91 90.16
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.03 98.71 92.61
R3 96.74 95.42 91.70
R2 93.45 93.45 91.40
R1 92.13 92.13 91.10 92.79
PP 90.16 90.16 90.16 90.50
S1 88.84 88.84 90.50 89.50
S2 86.87 86.87 90.20
S3 83.58 85.55 89.90
S4 80.29 82.26 88.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.49 87.96 3.53 3.9% 1.61 1.8% 80% True False 130,926
10 91.49 86.61 4.88 5.4% 1.44 1.6% 86% True False 155,631
20 91.49 85.76 5.73 6.3% 1.50 1.7% 88% True False 117,412
40 91.49 85.16 6.33 7.0% 1.78 2.0% 89% True False 83,602
60 94.87 85.16 9.71 10.7% 1.87 2.1% 58% False False 63,693
80 101.53 85.16 16.37 18.0% 1.96 2.2% 34% False False 51,923
100 101.53 85.16 16.37 18.0% 1.86 2.0% 34% False False 43,485
120 101.53 85.16 16.37 18.0% 1.84 2.0% 34% False False 37,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.22
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 96.46
2.618 94.55
1.618 93.38
1.000 92.66
0.618 92.21
HIGH 91.49
0.618 91.04
0.500 90.91
0.382 90.77
LOW 90.32
0.618 89.60
1.000 89.15
1.618 88.43
2.618 87.26
4.250 85.35
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 90.91 90.55
PP 90.87 90.29
S1 90.84 90.04

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

View Archives - Comment on this page... - Back to Index of Symbols