NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 91.57 90.25 -1.32 -1.4% 90.82
High 91.57 90.25 -1.32 -1.4% 91.81
Low 91.20 89.45 -1.75 -1.9% 89.36
Close 91.20 89.60 -1.60 -1.8% 91.73
Range 0.37 0.80 0.43 116.2% 2.45
ATR 1.04 1.09 0.05 4.9% 0.00
Volume 1,647 2,458 811 49.2% 11,187
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 92.17 91.68 90.04
R3 91.37 90.88 89.82
R2 90.57 90.57 89.75
R1 90.08 90.08 89.67 89.93
PP 89.77 89.77 89.77 89.69
S1 89.28 89.28 89.53 89.13
S2 88.97 88.97 89.45
S3 88.17 88.48 89.38
S4 87.37 87.68 89.16
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 89.45 3.49 3.9% 0.84 0.9% 4% False True 2,539
10 92.94 89.36 3.58 4.0% 0.69 0.8% 7% False False 2,258
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 0.05
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 93.65
2.618 92.34
1.618 91.54
1.000 91.05
0.618 90.74
HIGH 90.25
0.618 89.94
0.500 89.85
0.382 89.76
LOW 89.45
0.618 88.96
1.000 88.65
1.618 88.16
2.618 87.36
4.250 86.05
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 89.85 90.52
PP 89.77 90.21
S1 89.68 89.91

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

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