NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 10-Dec-2012
Day Change Summary
Previous Current
07-Dec-2012 10-Dec-2012 Change Change % Previous Week
Open 90.16 89.56 -0.60 -0.7% 92.09
High 90.16 89.60 -0.56 -0.6% 92.94
Low 89.24 88.76 -0.48 -0.5% 89.24
Close 89.25 88.82 -0.43 -0.5% 89.25
Range 0.92 0.84 -0.08 -8.7% 3.70
ATR 1.08 1.06 -0.02 -1.6% 0.00
Volume 2,791 6,233 3,442 123.3% 12,320
Daily Pivots for day following 10-Dec-2012
Classic Woodie Camarilla DeMark
R4 91.58 91.04 89.28
R3 90.74 90.20 89.05
R2 89.90 89.90 88.97
R1 89.36 89.36 88.90 89.21
PP 89.06 89.06 89.06 88.99
S1 88.52 88.52 88.74 88.37
S2 88.22 88.22 88.67
S3 87.38 87.68 88.59
S4 86.54 86.84 88.36
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 101.58 99.11 91.29
R3 97.88 95.41 90.27
R2 94.18 94.18 89.93
R1 91.71 91.71 89.59 91.10
PP 90.48 90.48 90.48 90.17
S1 88.01 88.01 88.91 87.40
S2 86.78 86.78 88.57
S3 83.08 84.31 88.23
S4 79.38 80.61 87.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.58 88.76 2.82 3.2% 0.73 0.8% 2% False True 3,104
10 92.94 88.76 4.18 4.7% 0.85 1.0% 1% False True 2,926
20 92.94 88.76 4.18 4.7% 0.72 0.8% 1% False True 2,847
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 93.17
2.618 91.80
1.618 90.96
1.000 90.44
0.618 90.12
HIGH 89.60
0.618 89.28
0.500 89.18
0.382 89.08
LOW 88.76
0.618 88.24
1.000 87.92
1.618 87.40
2.618 86.56
4.250 85.19
Fisher Pivots for day following 10-Dec-2012
Pivot 1 day 3 day
R1 89.18 89.51
PP 89.06 89.28
S1 88.94 89.05

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

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