NYMEX Light Sweet Crude Oil Future June 2013

Trading Metrics calculated at close of trading on 17-Dec-2012

Day Change Summary
	Previous	Current
	14-Dec-2012	17-Dec-2012	Change	Change %	Previous Week
Open	88.88	89.76	0.88	1.0%	88.87
High	89.48	89.98	0.50	0.6%	90.12
Low	88.78	89.13	0.35	0.4%	88.00
Close	89.33	89.40	0.07	0.1%	89.33
Range	0.70	0.85	0.15	21.4%	2.12
ATR	1.57	1.52	-0.05	-3.3%	0.00
Volume	22,895	68,655	45,760	199.9%	139,797

Daily Pivots for day following 17-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	92.05	91.58	89.87
R3	91.20	90.73	89.63
R2	90.35	90.35	89.56
R1	89.88	89.88	89.48	89.69
PP	89.50	89.50	89.50	89.41
S1	89.03	89.03	89.32	88.84
S2	88.65	88.65	89.24
S3	87.80	88.18	89.17
S4	86.95	87.33	88.93

Weekly Pivots for week ending 14-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.51	94.54	90.50
R3	93.39	92.42	89.91
R2	91.27	91.27	89.72
R1	90.30	90.30	89.52	90.79
PP	89.15	89.15	89.15	89.39
S1	88.18	88.18	89.14	88.67
S2	87.03	87.03	88.94
S3	84.91	86.06	88.75
S4	82.79	83.94	88.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	90.12	88.00	2.12	2.4%	1.06	1.2%	66%	False	False	36,974
10	91.77	88.00	3.77	4.2%	1.29	1.4%	37%	False	False	33,055
20	92.73	88.00	4.73	5.3%	1.48	1.7%	30%	False	False	28,982
40	93.42	87.22	6.20	6.9%	1.69	1.9%	35%	False	False	26,136
60	95.69	87.22	8.47	9.5%	1.78	2.0%	26%	False	False	25,297

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	93.59
2.618	92.21
1.618	91.36
1.000	90.83
0.618	90.51
HIGH	89.98
0.618	89.66
0.500	89.56
0.382	89.45
LOW	89.13
0.618	88.60
1.000	88.28
1.618	87.75
2.618	86.90
4.250	85.52

Fisher Pivots for day following 17-Dec-2012
Pivot	1 day	3 day
R1	89.56	89.31
PP	89.50	89.23
S1	89.45	89.14

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