NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 31-Dec-2012
Day Change Summary
Previous Current
28-Dec-2012 31-Dec-2012 Change Change % Previous Week
Open 93.42 92.44 -0.98 -1.0% 90.77
High 93.42 93.72 0.30 0.3% 93.42
Low 92.49 92.44 -0.05 -0.1% 90.77
Close 92.90 93.72 0.82 0.9% 92.90
Range 0.93 1.28 0.35 37.6% 2.65
ATR 1.03 1.05 0.02 1.7% 0.00
Volume 3,940 3,978 38 1.0% 13,743
Daily Pivots for day following 31-Dec-2012
Classic Woodie Camarilla DeMark
R4 97.13 96.71 94.42
R3 95.85 95.43 94.07
R2 94.57 94.57 93.95
R1 94.15 94.15 93.84 94.36
PP 93.29 93.29 93.29 93.40
S1 92.87 92.87 93.60 93.08
S2 92.01 92.01 93.49
S3 90.73 91.59 93.37
S4 89.45 90.31 93.02
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.31 99.26 94.36
R3 97.66 96.61 93.63
R2 95.01 95.01 93.39
R1 93.96 93.96 93.14 94.49
PP 92.36 92.36 92.36 92.63
S1 91.31 91.31 92.66 91.84
S2 89.71 89.71 92.41
S3 87.06 88.66 92.17
S4 84.41 86.01 91.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.72 90.77 2.95 3.1% 0.99 1.1% 100% True False 3,544
10 93.72 89.77 3.95 4.2% 1.02 1.1% 100% True False 4,103
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.04
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.16
2.618 97.07
1.618 95.79
1.000 95.00
0.618 94.51
HIGH 93.72
0.618 93.23
0.500 93.08
0.382 92.93
LOW 92.44
0.618 91.65
1.000 91.16
1.618 90.37
2.618 89.09
4.250 87.00
Fisher Pivots for day following 31-Dec-2012
Pivot 1 day 3 day
R1 93.51 93.48
PP 93.29 93.25
S1 93.08 93.01

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

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