NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 09-Nov-2012

Day Change Summary
	Previous	Current
	08-Nov-2012	09-Nov-2012	Change	Change %	Previous Week
Open	86.40	86.60	0.20	0.2%	86.40
High	87.36	88.42	1.06	1.2%	90.74
Low	86.04	85.90	-0.14	-0.2%	85.80
Close	86.75	87.76	1.01	1.2%	87.76
Range	1.32	2.52	1.20	90.9%	4.94
ATR	2.10	2.13	0.03	1.4%	0.00
Volume	36,993	33,076	-3,917	-10.6%	190,876

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	94.92	93.86	89.15
R3	92.40	91.34	88.45
R2	89.88	89.88	88.22
R1	88.82	88.82	87.99	89.35
PP	87.36	87.36	87.36	87.63
S1	86.30	86.30	87.53	86.83
S2	84.84	84.84	87.30
S3	82.32	83.78	87.07
S4	79.80	81.26	86.37

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	102.92	100.28	90.48
R3	97.98	95.34	89.12
R2	93.04	93.04	88.67
R1	90.40	90.40	88.21	91.72
PP	88.10	88.10	88.10	88.76
S1	85.46	85.46	87.31	86.78
S2	83.16	83.16	86.85
S3	78.22	80.52	86.40
S4	73.28	75.58	85.04

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.74	85.80	4.94	5.6%	2.67	3.0%	40%	False	False	38,175
10	90.74	85.80	4.94	5.6%	2.05	2.3%	40%	False	False	30,273
20	94.85	85.80	9.05	10.3%	2.01	2.3%	22%	False	False	25,129
40	100.77	85.80	14.97	17.1%	2.16	2.5%	13%	False	False	22,089
60	101.78	85.80	15.98	18.2%	1.96	2.2%	12%	False	False	19,686
80	101.78	85.80	15.98	18.2%	1.86	2.1%	12%	False	False	17,221
100	101.78	80.62	21.16	24.1%	1.89	2.1%	34%	False	False	15,036

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	99.13
2.618	95.02
1.618	92.50
1.000	90.94
0.618	89.98
HIGH	88.42
0.618	87.46
0.500	87.16
0.382	86.86
LOW	85.90
0.618	84.34
1.000	83.38
1.618	81.82
2.618	79.30
4.250	75.19

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	87.56	88.06
PP	87.36	87.96
S1	87.16	87.86

Download as Excel Spreadsheet

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

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