NYMEX Light Sweet Crude Oil Future May 2013

Trading Metrics calculated at close of trading on 27-Nov-2012

Day Change Summary
	Previous	Current
	26-Nov-2012	27-Nov-2012	Change	Change %	Previous Week
Open	90.36	90.07	-0.29	-0.3%	89.73
High	90.48	90.40	-0.08	-0.1%	91.51
Low	89.70	89.17	-0.53	-0.6%	88.38
Close	90.04	89.50	-0.54	-0.6%	90.64
Range	0.78	1.23	0.45	57.7%	3.13
ATR	1.77	1.73	-0.04	-2.2%	0.00
Volume	2,971	8,657	5,686	191.4%	54,734

Daily Pivots for day following 27-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	93.38	92.67	90.18
R3	92.15	91.44	89.84
R2	90.92	90.92	89.73
R1	90.21	90.21	89.61	89.95
PP	89.69	89.69	89.69	89.56
S1	88.98	88.98	89.39	88.72
S2	88.46	88.46	89.27
S3	87.23	87.75	89.16
S4	86.00	86.52	88.82

Weekly Pivots for week ending 23-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.57	98.23	92.36
R3	96.44	95.10	91.50
R2	93.31	93.31	91.21
R1	91.97	91.97	90.93	92.64
PP	90.18	90.18	90.18	90.51
S1	88.84	88.84	90.35	89.51
S2	87.05	87.05	90.07
S3	83.92	85.71	89.78
S4	80.79	82.58	88.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	91.13	88.38	2.75	3.1%	1.51	1.7%	41%	False	False	10,025
10	91.51	87.50	4.01	4.5%	1.54	1.7%	50%	False	False	11,035
20	91.51	86.95	4.56	5.1%	1.71	1.9%	56%	False	False	10,905
40	95.57	86.95	8.62	9.6%	1.75	2.0%	30%	False	False	8,862
60	101.54	86.95	14.59	16.3%	1.64	1.8%	17%	False	False	8,158

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	95.63
2.618	93.62
1.618	92.39
1.000	91.63
0.618	91.16
HIGH	90.40
0.618	89.93
0.500	89.79
0.382	89.64
LOW	89.17
0.618	88.41
1.000	87.94
1.618	87.18
2.618	85.95
4.250	83.94

Fisher Pivots for day following 27-Nov-2012
Pivot	1 day	3 day
R1	89.79	89.97
PP	89.69	89.81
S1	89.60	89.66

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