NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 97.72 96.13 -1.59 -1.6% 96.04
High 97.76 97.07 -0.69 -0.7% 98.24
Low 95.89 95.91 0.02 0.0% 95.47
Close 96.17 96.64 0.47 0.5% 97.77
Range 1.87 1.16 -0.71 -38.0% 2.77
ATR 1.45 1.43 -0.02 -1.4% 0.00
Volume 196,975 188,841 -8,134 -4.1% 1,132,299
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 100.02 99.49 97.28
R3 98.86 98.33 96.96
R2 97.70 97.70 96.85
R1 97.17 97.17 96.75 97.44
PP 96.54 96.54 96.54 96.67
S1 96.01 96.01 96.53 96.28
S2 95.38 95.38 96.43
S3 94.22 94.85 96.32
S4 93.06 93.69 96.00
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.47 104.39 99.29
R3 102.70 101.62 98.53
R2 99.93 99.93 98.28
R1 98.85 98.85 98.02 99.39
PP 97.16 97.16 97.16 97.43
S1 96.08 96.08 97.52 96.62
S2 94.39 94.39 97.26
S3 91.62 93.31 97.01
S4 88.85 90.54 96.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.24 95.89 2.35 2.4% 1.36 1.4% 32% False False 219,599
10 98.24 94.95 3.29 3.4% 1.43 1.5% 51% False False 225,303
20 98.24 93.06 5.18 5.4% 1.39 1.4% 69% False False 182,379
40 98.24 86.40 11.84 12.3% 1.40 1.4% 86% False False 117,157
60 98.24 85.90 12.34 12.8% 1.52 1.6% 87% False False 90,028
80 98.24 85.80 12.44 12.9% 1.63 1.7% 87% False False 73,572
100 101.78 85.80 15.98 16.5% 1.77 1.8% 68% False False 62,542
120 101.78 85.80 15.98 16.5% 1.73 1.8% 68% False False 54,461
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.00
2.618 100.11
1.618 98.95
1.000 98.23
0.618 97.79
HIGH 97.07
0.618 96.63
0.500 96.49
0.382 96.35
LOW 95.91
0.618 95.19
1.000 94.75
1.618 94.03
2.618 92.87
4.250 90.98
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 96.59 97.02
PP 96.54 96.89
S1 96.49 96.77

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

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