NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 92.51 93.15 0.64 0.7% 91.83
High 93.25 93.84 0.59 0.6% 93.84
Low 92.01 93.00 0.99 1.1% 90.89
Close 93.03 93.45 0.42 0.5% 93.45
Range 1.24 0.84 -0.40 -32.3% 2.95
ATR 1.54 1.49 -0.05 -3.3% 0.00
Volume 174,701 175,611 910 0.5% 1,079,369
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.95 95.54 93.91
R3 95.11 94.70 93.68
R2 94.27 94.27 93.60
R1 93.86 93.86 93.53 94.07
PP 93.43 93.43 93.43 93.53
S1 93.02 93.02 93.37 93.23
S2 92.59 92.59 93.30
S3 91.75 92.18 93.22
S4 90.91 91.34 92.99
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.58 100.46 95.07
R3 98.63 97.51 94.26
R2 95.68 95.68 93.99
R1 94.56 94.56 93.72 95.12
PP 92.73 92.73 92.73 93.01
S1 91.61 91.61 93.18 92.17
S2 89.78 89.78 92.91
S3 86.83 88.66 92.64
S4 83.88 85.71 91.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.84 90.89 2.95 3.2% 1.34 1.4% 87% True False 215,873
10 93.84 89.33 4.51 4.8% 1.36 1.5% 91% True False 221,940
20 98.06 89.33 8.73 9.3% 1.63 1.7% 47% False False 228,829
40 98.66 89.33 9.33 10.0% 1.53 1.6% 44% False False 157,870
60 98.66 88.73 9.93 10.6% 1.47 1.6% 48% False False 115,577
80 98.66 87.04 11.62 12.4% 1.47 1.6% 55% False False 92,245
100 98.66 86.42 12.24 13.1% 1.54 1.7% 57% False False 76,649
120 98.66 86.42 12.24 13.1% 1.59 1.7% 57% False False 65,149
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 0.36
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 97.41
2.618 96.04
1.618 95.20
1.000 94.68
0.618 94.36
HIGH 93.84
0.618 93.52
0.500 93.42
0.382 93.32
LOW 93.00
0.618 92.48
1.000 92.16
1.618 91.64
2.618 90.80
4.250 89.43
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 93.44 93.26
PP 93.43 93.07
S1 93.42 92.88

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

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