NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
21-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 90.88 91.33 0.45 0.5% 91.19
High 90.88 91.47 0.59 0.6% 91.79
Low 90.47 91.33 0.86 1.0% 89.48
Close 90.47 91.47 1.00 1.1% 91.47
Range 0.41 0.14 -0.27 -65.9% 2.31
ATR
Volume 3,764 1,872 -1,892 -50.3% 12,355
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 91.84 91.80 91.55
R3 91.70 91.66 91.51
R2 91.56 91.56 91.50
R1 91.52 91.52 91.48 91.54
PP 91.42 91.42 91.42 91.44
S1 91.38 91.38 91.46 91.40
S2 91.28 91.28 91.44
S3 91.14 91.24 91.43
S4 91.00 91.10 91.39
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 97.84 96.97 92.74
R3 95.53 94.66 92.11
R2 93.22 93.22 91.89
R1 92.35 92.35 91.68 92.79
PP 90.91 90.91 90.91 91.13
S1 90.04 90.04 91.26 90.48
S2 88.60 88.60 91.05
S3 86.29 87.73 90.83
S4 83.98 85.42 90.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.79 89.48 2.31 2.5% 0.70 0.8% 86% False False 3,059
10 91.79 88.66 3.13 3.4% 0.70 0.8% 90% False False 3,046
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.03
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 92.07
2.618 91.84
1.618 91.70
1.000 91.61
0.618 91.56
HIGH 91.47
0.618 91.42
0.500 91.40
0.382 91.38
LOW 91.33
0.618 91.24
1.000 91.19
1.618 91.10
2.618 90.96
4.250 90.74
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 91.45 91.17
PP 91.42 90.87
S1 91.40 90.57

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

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