NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 18-Mar-2013
Day Change Summary
Previous Current
15-Mar-2013 18-Mar-2013 Change Change % Previous Week
Open 93.15 93.26 0.11 0.1% 91.83
High 93.84 93.94 0.10 0.1% 93.84
Low 93.00 91.76 -1.24 -1.3% 90.89
Close 93.45 93.74 0.29 0.3% 93.45
Range 0.84 2.18 1.34 159.5% 2.95
ATR 1.49 1.54 0.05 3.3% 0.00
Volume 175,611 151,208 -24,403 -13.9% 1,079,369
Daily Pivots for day following 18-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.69 98.89 94.94
R3 97.51 96.71 94.34
R2 95.33 95.33 94.14
R1 94.53 94.53 93.94 94.93
PP 93.15 93.15 93.15 93.35
S1 92.35 92.35 93.54 92.75
S2 90.97 90.97 93.34
S3 88.79 90.17 93.14
S4 86.61 87.99 92.54
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 93.94 91.60 2.34 2.5% 1.52 1.6% 91% True False 207,194
10 93.94 89.55 4.39 4.7% 1.42 1.5% 95% True False 213,950
20 97.49 89.33 8.16 8.7% 1.62 1.7% 54% False False 227,470
40 98.66 89.33 9.33 10.0% 1.53 1.6% 47% False False 160,280
60 98.66 89.12 9.54 10.2% 1.49 1.6% 48% False False 117,767
80 98.66 87.04 11.62 12.4% 1.47 1.6% 58% False False 93,823
100 98.66 86.42 12.24 13.1% 1.54 1.6% 60% False False 78,076
120 98.66 86.42 12.24 13.1% 1.60 1.7% 60% False False 66,283
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 103.21
2.618 99.65
1.618 97.47
1.000 96.12
0.618 95.29
HIGH 93.94
0.618 93.11
0.500 92.85
0.382 92.59
LOW 91.76
0.618 90.41
1.000 89.58
1.618 88.23
2.618 86.05
4.250 82.50
Fisher Pivots for day following 18-Mar-2013
Pivot 1 day 3 day
R1 93.44 93.44
PP 93.15 93.15
S1 92.85 92.85

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

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