NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 87.90 89.43 1.53 1.7% 88.50
High 89.23 92.00 2.77 3.1% 90.35
Low 87.90 89.43 1.53 1.7% 88.30
Close 89.05 91.86 2.81 3.2% 88.30
Range 1.33 2.57 1.24 93.2% 2.05
ATR 1.29 1.41 0.12 9.2% 0.00
Volume 4,284 2,231 -2,053 -47.9% 14,145
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 98.81 97.90 93.27
R3 96.24 95.33 92.57
R2 93.67 93.67 92.33
R1 92.76 92.76 92.10 93.22
PP 91.10 91.10 91.10 91.32
S1 90.19 90.19 91.62 90.65
S2 88.53 88.53 91.39
S3 85.96 87.62 91.15
S4 83.39 85.05 90.45
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 95.13 93.77 89.43
R3 93.08 91.72 88.86
R2 91.03 91.03 88.68
R1 89.67 89.67 88.49 89.33
PP 88.98 88.98 88.98 88.81
S1 87.62 87.62 88.11 87.28
S2 86.93 86.93 87.92
S3 84.88 85.57 87.74
S4 82.83 83.52 87.17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.00 87.90 4.10 4.5% 1.58 1.7% 97% True False 2,761
10 92.00 87.90 4.10 4.5% 1.16 1.3% 97% True False 3,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 102.92
2.618 98.73
1.618 96.16
1.000 94.57
0.618 93.59
HIGH 92.00
0.618 91.02
0.500 90.72
0.382 90.41
LOW 89.43
0.618 87.84
1.000 86.86
1.618 85.27
2.618 82.70
4.250 78.51
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 91.48 91.22
PP 91.10 90.59
S1 90.72 89.95

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

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