NYMEX Light Sweet Crude Oil Future August 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 90.82 91.16 0.34 0.4% 91.19
High 90.82 91.16 0.34 0.4% 91.79
Low 90.78 90.21 -0.57 -0.6% 89.48
Close 90.78 90.21 -0.57 -0.6% 91.47
Range 0.04 0.95 0.91 2,275.0% 2.31
ATR
Volume 480 2,024 1,544 321.7% 12,355
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 93.38 92.74 90.73
R3 92.43 91.79 90.47
R2 91.48 91.48 90.38
R1 90.84 90.84 90.30 90.69
PP 90.53 90.53 90.53 90.45
S1 89.89 89.89 90.12 89.74
S2 89.58 89.58 90.04
S3 88.63 88.94 89.95
S4 87.68 87.99 89.69
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 91.65 89.48 2.17 2.4% 0.74 0.8% 34% False False 2,222
10 91.79 88.90 2.89 3.2% 0.66 0.7% 45% False False 2,709
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.02
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 95.20
2.618 93.65
1.618 92.70
1.000 92.11
0.618 91.75
HIGH 91.16
0.618 90.80
0.500 90.69
0.382 90.57
LOW 90.21
0.618 89.62
1.000 89.26
1.618 88.67
2.618 87.72
4.250 86.17
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 90.69 90.84
PP 90.53 90.63
S1 90.37 90.42

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

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