NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
26-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 90.97 92.70 1.73 1.9% 89.76
High 93.10 93.14 0.04 0.0% 92.31
Low 90.97 91.97 1.00 1.1% 89.13
Close 92.81 92.75 -0.06 -0.1% 90.71
Range 2.13 1.17 -0.96 -45.1% 3.18
ATR 1.52 1.50 -0.03 -1.7% 0.00
Volume 4,912 29,458 24,546 499.7% 190,708
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 96.13 95.61 93.39
R3 94.96 94.44 93.07
R2 93.79 93.79 92.96
R1 93.27 93.27 92.86 93.53
PP 92.62 92.62 92.62 92.75
S1 92.10 92.10 92.64 92.36
S2 91.45 91.45 92.54
S3 90.28 90.93 92.43
S4 89.11 89.76 92.11
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.26 98.66 92.46
R3 97.08 95.48 91.58
R2 93.90 93.90 91.29
R1 92.30 92.30 91.00 93.10
PP 90.72 90.72 90.72 91.12
S1 89.12 89.12 90.42 89.92
S2 87.54 87.54 90.13
S3 84.36 85.94 89.84
S4 81.18 82.76 88.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.14 90.06 3.08 3.3% 1.37 1.5% 87% True False 25,025
10 93.14 88.30 4.84 5.2% 1.22 1.3% 92% True False 31,533
20 93.14 88.00 5.14 5.5% 1.37 1.5% 92% True False 29,653
40 93.14 87.22 5.92 6.4% 1.61 1.7% 93% True False 26,724
60 95.69 87.22 8.47 9.1% 1.75 1.9% 65% False False 26,014
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 0.17
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.11
2.618 96.20
1.618 95.03
1.000 94.31
0.618 93.86
HIGH 93.14
0.618 92.69
0.500 92.56
0.382 92.42
LOW 91.97
0.618 91.25
1.000 90.80
1.618 90.08
2.618 88.91
4.250 87.00
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 92.69 92.40
PP 92.62 92.04
S1 92.56 91.69

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

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