NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 91.30 91.57 0.27 0.3% 90.82
High 91.58 91.57 -0.01 0.0% 91.81
Low 90.85 91.20 0.35 0.4% 89.36
Close 91.57 91.20 -0.37 -0.4% 91.73
Range 0.73 0.37 -0.36 -49.3% 2.45
ATR 1.09 1.04 -0.05 -4.7% 0.00
Volume 2,394 1,647 -747 -31.2% 11,187
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.43 92.19 91.40
R3 92.06 91.82 91.30
R2 91.69 91.69 91.27
R1 91.45 91.45 91.23 91.39
PP 91.32 91.32 91.32 91.29
S1 91.08 91.08 91.17 91.02
S2 90.95 90.95 91.13
S3 90.58 90.71 91.10
S4 90.21 90.34 91.00
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 98.32 97.47 93.08
R3 95.87 95.02 92.40
R2 93.42 93.42 92.18
R1 92.57 92.57 91.95 93.00
PP 90.97 90.97 90.97 91.18
S1 90.12 90.12 91.51 90.55
S2 88.52 88.52 91.28
S3 86.07 87.67 91.06
S4 83.62 85.22 90.38
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.94 90.29 2.65 2.9% 0.88 1.0% 34% False False 2,600
10 92.94 89.36 3.58 3.9% 0.65 0.7% 51% False False 2,389
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.05
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 93.14
2.618 92.54
1.618 92.17
1.000 91.94
0.618 91.80
HIGH 91.57
0.618 91.43
0.500 91.39
0.382 91.34
LOW 91.20
0.618 90.97
1.000 90.83
1.618 90.60
2.618 90.23
4.250 89.63
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 91.39 91.90
PP 91.32 91.66
S1 91.26 91.43

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

View Archives - Comment on this page... - Back to Index of Symbols