NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 90.19 91.52 1.33 1.5% 89.56
High 91.99 91.63 -0.36 -0.4% 89.89
Low 90.12 89.13 -0.99 -1.1% 88.32
Close 91.69 89.64 -2.05 -2.2% 89.61
Range 1.87 2.50 0.63 33.7% 1.57
ATR 1.46 1.54 0.08 5.4% 0.00
Volume 7,146 6,461 -685 -9.6% 21,680
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 97.63 96.14 91.02
R3 95.13 93.64 90.33
R2 92.63 92.63 90.10
R1 91.14 91.14 89.87 90.64
PP 90.13 90.13 90.13 89.88
S1 88.64 88.64 89.41 88.14
S2 87.63 87.63 89.18
S3 85.13 86.14 88.95
S4 82.63 83.64 88.27
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.98 93.37 90.47
R3 92.41 91.80 90.04
R2 90.84 90.84 89.90
R1 90.23 90.23 89.75 90.54
PP 89.27 89.27 89.27 89.43
S1 88.66 88.66 89.47 88.97
S2 87.70 87.70 89.32
S3 86.13 87.09 89.18
S4 84.56 85.52 88.75
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.99 88.32 3.67 4.1% 1.40 1.6% 36% False False 5,163
10 91.99 87.76 4.23 4.7% 1.53 1.7% 44% False False 4,961
20 92.00 87.76 4.24 4.7% 1.34 1.5% 44% False False 4,072
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 0.21
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.26
2.618 98.18
1.618 95.68
1.000 94.13
0.618 93.18
HIGH 91.63
0.618 90.68
0.500 90.38
0.382 90.09
LOW 89.13
0.618 87.59
1.000 86.63
1.618 85.09
2.618 82.59
4.250 78.51
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 90.38 90.56
PP 90.13 90.25
S1 89.89 89.95

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

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