NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 04-Jan-2013
Day Change Summary
Previous Current
03-Jan-2013 04-Jan-2013 Change Change % Previous Week
Open 92.91 92.86 -0.05 -0.1% 90.41
High 93.30 93.21 -0.09 -0.1% 93.87
Low 92.49 91.52 -0.97 -1.0% 90.00
Close 92.92 93.09 0.17 0.2% 93.09
Range 0.81 1.69 0.88 108.6% 3.87
ATR 1.63 1.63 0.00 0.3% 0.00
Volume 189,812 210,747 20,935 11.0% 723,949
Daily Pivots for day following 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.68 97.07 94.02
R3 95.99 95.38 93.55
R2 94.30 94.30 93.40
R1 93.69 93.69 93.24 94.00
PP 92.61 92.61 92.61 92.76
S1 92.00 92.00 92.94 92.31
S2 90.92 90.92 92.78
S3 89.23 90.31 92.63
S4 87.54 88.62 92.16
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 103.93 102.38 95.22
R3 100.06 98.51 94.15
R2 96.19 96.19 93.80
R1 94.64 94.64 93.44 95.42
PP 92.32 92.32 92.32 92.71
S1 90.77 90.77 92.74 91.55
S2 88.45 88.45 92.38
S3 84.58 86.90 92.03
S4 80.71 83.03 90.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.87 90.00 3.87 4.2% 1.59 1.7% 80% False False 171,064
10 93.87 87.96 5.91 6.3% 1.61 1.7% 87% False False 155,672
20 93.87 85.76 8.11 8.7% 1.53 1.6% 90% False False 142,207
40 93.87 85.16 8.71 9.4% 1.72 1.9% 91% False False 96,529
60 94.87 85.16 9.71 10.4% 1.80 1.9% 82% False False 74,335
80 101.53 85.16 16.37 17.6% 1.95 2.1% 48% False False 60,218
100 101.53 85.16 16.37 17.6% 1.87 2.0% 48% False False 50,369
120 101.53 85.16 16.37 17.6% 1.85 2.0% 48% False False 43,254
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.39
2.618 97.63
1.618 95.94
1.000 94.90
0.618 94.25
HIGH 93.21
0.618 92.56
0.500 92.37
0.382 92.17
LOW 91.52
0.618 90.48
1.000 89.83
1.618 88.79
2.618 87.10
4.250 84.34
Fisher Pivots for day following 04-Jan-2013
Pivot 1 day 3 day
R1 92.85 92.96
PP 92.61 92.83
S1 92.37 92.70

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

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