NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 86.39 88.37 1.98 2.3% 90.95
High 88.51 88.79 0.28 0.3% 90.98
Low 85.61 87.56 1.95 2.3% 85.61
Close 87.73 88.01 0.28 0.3% 88.01
Range 2.90 1.23 -1.67 -57.6% 5.37
ATR 2.14 2.08 -0.07 -3.0% 0.00
Volume 228,200 100,652 -127,548 -55.9% 1,273,060
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 91.81 91.14 88.69
R3 90.58 89.91 88.35
R2 89.35 89.35 88.24
R1 88.68 88.68 88.12 88.40
PP 88.12 88.12 88.12 87.98
S1 87.45 87.45 87.90 87.17
S2 86.89 86.89 87.78
S3 85.66 86.22 87.67
S4 84.43 84.99 87.33
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.31 101.53 90.96
R3 98.94 96.16 89.49
R2 93.57 93.57 88.99
R1 90.79 90.79 88.50 89.50
PP 88.20 88.20 88.20 87.55
S1 85.42 85.42 87.52 84.13
S2 82.83 82.83 87.03
S3 77.46 80.05 86.53
S4 72.09 74.68 85.06
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.98 85.61 5.37 6.1% 2.77 3.1% 45% False False 254,612
10 94.82 85.61 9.21 10.5% 2.30 2.6% 26% False False 251,647
20 97.80 85.61 12.19 13.9% 2.06 2.3% 20% False False 245,670
40 97.80 85.61 12.19 13.9% 1.78 2.0% 20% False False 176,226
60 99.10 85.61 13.49 15.3% 1.70 1.9% 18% False False 137,627
80 99.10 85.61 13.49 15.3% 1.60 1.8% 18% False False 109,442
100 99.10 85.61 13.49 15.3% 1.54 1.7% 18% False False 91,007
120 99.10 85.61 13.49 15.3% 1.57 1.8% 18% False False 77,694
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.47
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 94.02
2.618 92.01
1.618 90.78
1.000 90.02
0.618 89.55
HIGH 88.79
0.618 88.32
0.500 88.18
0.382 88.03
LOW 87.56
0.618 86.80
1.000 86.33
1.618 85.57
2.618 84.34
4.250 82.33
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 88.18 87.79
PP 88.12 87.57
S1 88.07 87.35

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

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