NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 13-Dec-2012
Day Change Summary
Previous Current
12-Dec-2012 13-Dec-2012 Change Change % Previous Week
Open 87.53 88.17 0.64 0.7% 90.80
High 89.28 88.57 -0.71 -0.8% 92.05
Low 87.51 87.47 -0.04 0.0% 87.60
Close 88.44 87.55 -0.89 -1.0% 87.75
Range 1.77 1.10 -0.67 -37.9% 4.45
ATR 1.66 1.62 -0.04 -2.4% 0.00
Volume 24,555 40,214 15,659 63.8% 98,181
Daily Pivots for day following 13-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.16 90.46 88.16
R3 90.06 89.36 87.85
R2 88.96 88.96 87.75
R1 88.26 88.26 87.65 88.06
PP 87.86 87.86 87.86 87.77
S1 87.16 87.16 87.45 86.96
S2 86.76 86.76 87.35
S3 85.66 86.06 87.25
S4 84.56 84.96 86.95
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 102.48 99.57 90.20
R3 98.03 95.12 88.97
R2 93.58 93.58 88.57
R1 90.67 90.67 88.16 89.90
PP 89.13 89.13 89.13 88.75
S1 86.22 86.22 87.34 85.45
S2 84.68 84.68 86.93
S3 80.23 81.77 86.53
S4 75.78 77.32 85.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 89.28 87.04 2.24 2.6% 1.28 1.5% 23% False False 24,630
10 92.05 87.04 5.01 5.7% 1.48 1.7% 10% False False 22,667
20 92.05 86.86 5.19 5.9% 1.60 1.8% 13% False False 20,431
40 95.11 86.42 8.69 9.9% 1.74 2.0% 13% False False 16,931
60 95.40 86.42 8.98 10.3% 1.73 2.0% 13% False False 13,759
80 101.50 86.42 15.08 17.2% 1.70 1.9% 7% False False 12,330
100 101.50 86.42 15.08 17.2% 1.59 1.8% 7% False False 10,722
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 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.25
2.618 91.45
1.618 90.35
1.000 89.67
0.618 89.25
HIGH 88.57
0.618 88.15
0.500 88.02
0.382 87.89
LOW 87.47
0.618 86.79
1.000 86.37
1.618 85.69
2.618 84.59
4.250 82.80
Fisher Pivots for day following 13-Dec-2012
Pivot 1 day 3 day
R1 88.02 88.16
PP 87.86 87.96
S1 87.71 87.75

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

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