NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 90.23 90.83 0.60 0.7% 93.23
High 90.99 91.17 0.18 0.2% 94.46
Low 90.02 89.55 -0.47 -0.5% 90.04
Close 90.82 90.43 -0.39 -0.4% 90.68
Range 0.97 1.62 0.65 67.0% 4.42
ATR 1.61 1.61 0.00 0.1% 0.00
Volume 209,874 244,168 34,294 16.3% 1,116,452
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.24 94.46 91.32
R3 93.62 92.84 90.88
R2 92.00 92.00 90.73
R1 91.22 91.22 90.58 90.80
PP 90.38 90.38 90.38 90.18
S1 89.60 89.60 90.28 89.18
S2 88.76 88.76 90.13
S3 87.14 87.98 89.98
S4 85.52 86.36 89.54
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 104.99 102.25 93.11
R3 100.57 97.83 91.90
R2 96.15 96.15 91.49
R1 93.41 93.41 91.09 92.57
PP 91.73 91.73 91.73 91.31
S1 88.99 88.99 90.27 88.15
S2 87.31 87.31 89.87
S3 82.89 84.57 89.46
S4 78.47 80.15 88.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.18 89.33 3.85 4.3% 1.54 1.7% 29% False False 230,347
10 94.92 89.33 5.59 6.2% 1.61 1.8% 20% False False 229,229
20 98.65 89.33 9.32 10.3% 1.68 1.9% 12% False False 191,669
40 98.66 89.33 9.33 10.3% 1.52 1.7% 12% False False 127,171
60 98.66 87.04 11.62 12.8% 1.44 1.6% 29% False False 93,298
80 98.66 86.64 12.02 13.3% 1.49 1.6% 32% False False 74,765
100 98.66 86.42 12.24 13.5% 1.56 1.7% 33% False False 61,934
120 101.50 86.42 15.08 16.7% 1.64 1.8% 27% False False 52,965
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 0.37
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.06
2.618 95.41
1.618 93.79
1.000 92.79
0.618 92.17
HIGH 91.17
0.618 90.55
0.500 90.36
0.382 90.17
LOW 89.55
0.618 88.55
1.000 87.93
1.618 86.93
2.618 85.31
4.250 82.67
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 90.41 90.37
PP 90.38 90.31
S1 90.36 90.25

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

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