NYMEX Light Sweet Crude Oil Future August 2013

Trading Metrics calculated at close of trading on 28-Dec-2012

Day Change Summary
	Previous	Current
	27-Dec-2012	28-Dec-2012	Change	Change %	Previous Week
Open	93.34	93.38	0.04	0.0%	90.90
High	93.35	93.38	0.03	0.0%	93.38
Low	92.30	92.70	0.40	0.4%	90.90
Close	93.04	92.92	-0.12	-0.1%	92.92
Range	1.05	0.68	-0.37	-35.2%	2.48
ATR	1.03	1.01	-0.03	-2.4%	0.00
Volume	4,048	4,462	414	10.2%	12,652

Daily Pivots for day following 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.04	94.66	93.29
R3	94.36	93.98	93.11
R2	93.68	93.68	93.04
R1	93.30	93.30	92.98	93.15
PP	93.00	93.00	93.00	92.93
S1	92.62	92.62	92.86	92.47
S2	92.32	92.32	92.80
S3	91.64	91.94	92.73
S4	90.96	91.26	92.55

Weekly Pivots for week ending 28-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.84	98.86	94.28
R3	97.36	96.38	93.60
R2	94.88	94.88	93.37
R1	93.90	93.90	93.15	94.39
PP	92.40	92.40	92.40	92.65
S1	91.42	91.42	92.69	91.91
S2	89.92	89.92	92.47
S3	87.44	88.94	92.24
S4	84.96	86.46	91.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.38	90.90	2.48	2.7%	0.56	0.6%	81%	True	False	3,410
10	93.38	89.29	4.09	4.4%	0.60	0.6%	89%	True	False	3,529
20	93.38	88.72	4.66	5.0%	0.69	0.7%	90%	True	False	3,728

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	True
Stretch	0.06
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	96.27
2.618	95.16
1.618	94.48
1.000	94.06
0.618	93.80
HIGH	93.38
0.618	93.12
0.500	93.04
0.382	92.96
LOW	92.70
0.618	92.28
1.000	92.02
1.618	91.60
2.618	90.92
4.250	89.81

Fisher Pivots for day following 28-Dec-2012
Pivot	1 day	3 day
R1	93.04	92.89
PP	93.00	92.87
S1	92.96	92.84

Download as Excel Spreadsheet

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

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