NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 90.79 90.69 -0.10 -0.1% 90.19
High 91.06 90.99 -0.07 -0.1% 91.99
Low 90.40 89.98 -0.42 -0.5% 89.13
Close 90.63 90.08 -0.55 -0.6% 91.29
Range 0.66 1.01 0.35 53.0% 2.86
ATR 1.44 1.41 -0.03 -2.1% 0.00
Volume 947 3,169 2,222 234.6% 22,622
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.38 92.74 90.64
R3 92.37 91.73 90.36
R2 91.36 91.36 90.27
R1 90.72 90.72 90.17 90.54
PP 90.35 90.35 90.35 90.26
S1 89.71 89.71 89.99 89.53
S2 89.34 89.34 89.89
S3 88.33 88.70 89.80
S4 87.32 87.69 89.52
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 99.38 98.20 92.86
R3 96.52 95.34 92.08
R2 93.66 93.66 91.81
R1 92.48 92.48 91.55 93.07
PP 90.80 90.80 90.80 91.10
S1 89.62 89.62 91.03 90.21
S2 87.94 87.94 90.77
S3 85.08 86.76 90.50
S4 82.22 83.90 89.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.63 89.13 2.50 2.8% 1.29 1.4% 38% False False 3,918
10 91.99 88.32 3.67 4.1% 1.18 1.3% 48% False False 4,367
20 92.00 87.76 4.24 4.7% 1.37 1.5% 55% False False 3,911
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.28
2.618 93.63
1.618 92.62
1.000 92.00
0.618 91.61
HIGH 90.99
0.618 90.60
0.500 90.49
0.382 90.37
LOW 89.98
0.618 89.36
1.000 88.97
1.618 88.35
2.618 87.34
4.250 85.69
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 90.49 90.64
PP 90.35 90.45
S1 90.22 90.27

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

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