NYMEX Light Sweet Crude Oil Future March 2013

Trading Metrics calculated at close of trading on 13-Nov-2012

Day Change Summary
	Previous	Current
	12-Nov-2012	13-Nov-2012	Change	Change %	Previous Week
Open	87.83	87.40	-0.43	-0.5%	86.40
High	88.25	87.61	-0.64	-0.7%	90.74
Low	87.10	86.47	-0.63	-0.7%	85.80
Close	87.33	87.17	-0.16	-0.2%	87.76
Range	1.15	1.14	-0.01	-0.9%	4.94
ATR	2.06	1.99	-0.07	-3.2%	0.00
Volume	34,491	28,614	-5,877	-17.0%	190,876

Daily Pivots for day following 13-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	90.50	89.98	87.80
R3	89.36	88.84	87.48
R2	88.22	88.22	87.38
R1	87.70	87.70	87.27	87.39
PP	87.08	87.08	87.08	86.93
S1	86.56	86.56	87.07	86.25
S2	85.94	85.94	86.96
S3	84.80	85.42	86.86
S4	83.66	84.28	86.54

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	90.31	85.80	4.51	5.2%	2.13	2.4%	30%	False	False	34,485
10	90.74	85.80	4.94	5.7%	2.03	2.3%	28%	False	False	31,855
20	94.85	85.80	9.05	10.4%	1.98	2.3%	15%	False	False	26,562
40	97.58	85.80	11.78	13.5%	2.06	2.4%	12%	False	False	22,437
60	101.78	85.80	15.98	18.3%	1.96	2.2%	9%	False	False	20,275
80	101.78	85.80	15.98	18.3%	1.85	2.1%	9%	False	False	17,772
100	101.78	80.62	21.16	24.3%	1.88	2.2%	31%	False	False	15,495

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.27
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	92.46
2.618	90.59
1.618	89.45
1.000	88.75
0.618	88.31
HIGH	87.61
0.618	87.17
0.500	87.04
0.382	86.91
LOW	86.47
0.618	85.77
1.000	85.33
1.618	84.63
2.618	83.49
4.250	81.63

Fisher Pivots for day following 13-Nov-2012
Pivot	1 day	3 day
R1	87.13	87.17
PP	87.08	87.16
S1	87.04	87.16

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