NYMEX Light Sweet Crude Oil Future June 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	88.00	88.25	0.25	0.3%	87.89
High	88.74	89.91	1.17	1.3%	92.03
Low	87.61	87.38	-0.23	-0.3%	87.22
Close	88.24	89.29	1.05	1.2%	89.29
Range	1.13	2.53	1.40	123.9%	4.81
ATR	2.04	2.08	0.03	1.7%	0.00
Volume	28,752	23,525	-5,227	-18.2%	136,152

Daily Pivots for day following 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	96.45	95.40	90.68
R3	93.92	92.87	89.99
R2	91.39	91.39	89.75
R1	90.34	90.34	89.52	90.87
PP	88.86	88.86	88.86	89.12
S1	87.81	87.81	89.06	88.34
S2	86.33	86.33	88.83
S3	83.80	85.28	88.59
S4	81.27	82.75	87.90

Weekly Pivots for week ending 09-Nov-2012
	Classic	Woodie	Camarilla	DeMark
R4	103.94	101.43	91.94
R3	99.13	96.62	90.61
R2	94.32	94.32	90.17
R1	91.81	91.81	89.73	93.07
PP	89.51	89.51	89.51	90.14
S1	87.00	87.00	88.85	88.26
S2	84.70	84.70	88.41
S3	79.89	82.19	87.97
S4	75.08	77.38	86.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	92.03	87.22	4.81	5.4%	2.62	2.9%	43%	False	False	27,230
10	92.03	87.22	4.81	5.4%	2.01	2.3%	43%	False	False	22,510
20	95.50	87.22	8.28	9.3%	1.95	2.2%	25%	False	False	22,964
40	100.60	87.22	13.38	15.0%	2.08	2.3%	15%	False	False	23,937

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	100.66
2.618	96.53
1.618	94.00
1.000	92.44
0.618	91.47
HIGH	89.91
0.618	88.94
0.500	88.65
0.382	88.35
LOW	87.38
0.618	85.82
1.000	84.85
1.618	83.29
2.618	80.76
4.250	76.63

Fisher Pivots for day following 09-Nov-2012
Pivot	1 day	3 day
R1	89.08	89.45
PP	88.86	89.40
S1	88.65	89.34

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