NYMEX Light Sweet Crude Oil Future September 2013

Trading Metrics calculated at close of trading on 27-Dec-2012

Day Change Summary
	Previous	Current
	26-Dec-2012	27-Dec-2012	Change	Change %	Previous Week
Open	91.86	93.13	1.27	1.4%	89.87
High	93.14	93.32	0.18	0.2%	92.52
Low	91.85	92.30	0.45	0.5%	89.77
Close	93.04	93.01	-0.03	0.0%	91.13
Range	1.29	1.02	-0.27	-20.9%	2.75
ATR
Volume	814	5,509	4,695	576.8%	23,309

Daily Pivots for day following 27-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	95.94	95.49	93.57
R3	94.92	94.47	93.29
R2	93.90	93.90	93.20
R1	93.45	93.45	93.10	93.17
PP	92.88	92.88	92.88	92.73
S1	92.43	92.43	92.92	92.15
S2	91.86	91.86	92.82
S3	90.84	91.41	92.73
S4	89.82	90.39	92.45

Weekly Pivots for week ending 21-Dec-2012
	Classic	Woodie	Camarilla	DeMark
R4	99.39	98.01	92.64
R3	96.64	95.26	91.89
R2	93.89	93.89	91.63
R1	92.51	92.51	91.38	93.20
PP	91.14	91.14	91.14	91.49
S1	89.76	89.76	90.88	90.45
S2	88.39	88.39	90.63
S3	85.64	87.01	90.37
S4	82.89	84.26	89.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	93.32	90.68	2.64	2.8%	1.03	1.1%	88%	True	False	3,671
10	93.32	88.74	4.58	4.9%	0.97	1.0%	93%	True	False	4,414

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	0.07
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	97.66
2.618	95.99
1.618	94.97
1.000	94.34
0.618	93.95
HIGH	93.32
0.618	92.93
0.500	92.81
0.382	92.69
LOW	92.30
0.618	91.67
1.000	91.28
1.618	90.65
2.618	89.63
4.250	87.97

Fisher Pivots for day following 27-Dec-2012
Pivot	1 day	3 day
R1	92.94	92.69
PP	92.88	92.37
S1	92.81	92.05

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