NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 95.19 95.25 0.06 0.1% 93.74
High 95.67 96.40 0.73 0.8% 96.04
Low 94.91 94.98 0.07 0.1% 92.95
Close 95.56 96.24 0.68 0.7% 95.56
Range 0.76 1.42 0.66 86.8% 3.09
ATR 1.47 1.46 0.00 -0.2% 0.00
Volume 118,549 30,025 -88,524 -74.7% 1,035,101
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.13 99.61 97.02
R3 98.71 98.19 96.63
R2 97.29 97.29 96.50
R1 96.77 96.77 96.37 97.03
PP 95.87 95.87 95.87 96.01
S1 95.35 95.35 96.11 95.61
S2 94.45 94.45 95.98
S3 93.03 93.93 95.85
S4 91.61 92.51 95.46
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.12 102.93 97.26
R3 101.03 99.84 96.41
R2 97.94 97.94 96.13
R1 96.75 96.75 95.84 97.35
PP 94.85 94.85 94.85 95.15
S1 93.66 93.66 95.28 94.26
S2 91.76 91.76 94.99
S3 88.67 90.57 94.71
S4 85.58 87.48 93.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.40 93.10 3.30 3.4% 1.38 1.4% 95% True False 163,305
10 96.40 92.65 3.75 3.9% 1.34 1.4% 96% True False 199,949
20 96.40 87.96 8.44 8.8% 1.46 1.5% 98% True False 177,218
40 96.40 85.76 10.64 11.1% 1.49 1.5% 98% True False 135,753
60 96.40 85.16 11.24 11.7% 1.65 1.7% 99% True False 106,370
80 96.40 85.16 11.24 11.7% 1.80 1.9% 99% True False 84,826
100 101.53 85.16 16.37 17.0% 1.85 1.9% 68% False False 70,952
120 101.53 85.16 16.37 17.0% 1.81 1.9% 68% False False 60,713
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.44
2.618 100.12
1.618 98.70
1.000 97.82
0.618 97.28
HIGH 96.40
0.618 95.86
0.500 95.69
0.382 95.52
LOW 94.98
0.618 94.10
1.000 93.56
1.618 92.68
2.618 91.26
4.250 88.95
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 96.06 95.86
PP 95.87 95.48
S1 95.69 95.10

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

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