NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 20-Mar-2013
Day Change Summary
Previous Current
19-Mar-2013 20-Mar-2013 Change Change % Previous Week
Open 93.80 92.09 -1.71 -1.8% 91.83
High 94.09 93.30 -0.79 -0.8% 93.84
Low 92.03 92.09 0.06 0.1% 90.89
Close 92.16 92.96 0.80 0.9% 93.45
Range 2.06 1.21 -0.85 -41.3% 2.95
ATR 1.58 1.55 -0.03 -1.7% 0.00
Volume 96,796 20,482 -76,314 -78.8% 1,079,369
Daily Pivots for day following 20-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.41 95.90 93.63
R3 95.20 94.69 93.29
R2 93.99 93.99 93.18
R1 93.48 93.48 93.07 93.74
PP 92.78 92.78 92.78 92.91
S1 92.27 92.27 92.85 92.53
S2 91.57 91.57 92.74
S3 90.36 91.06 92.63
S4 89.15 89.85 92.29
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 94.09 91.76 2.33 2.5% 1.51 1.6% 52% False False 123,759
10 94.09 90.22 3.87 4.2% 1.49 1.6% 71% False False 180,273
20 94.92 89.33 5.59 6.0% 1.55 1.7% 65% False False 204,751
40 98.66 89.33 9.33 10.0% 1.56 1.7% 39% False False 160,223
60 98.66 89.12 9.54 10.3% 1.49 1.6% 40% False False 118,821
80 98.66 87.04 11.62 12.5% 1.46 1.6% 51% False False 94,744
100 98.66 86.42 12.24 13.2% 1.52 1.6% 53% False False 79,116
120 98.66 86.42 12.24 13.2% 1.60 1.7% 53% False False 67,154
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.44
2.618 96.47
1.618 95.26
1.000 94.51
0.618 94.05
HIGH 93.30
0.618 92.84
0.500 92.70
0.382 92.55
LOW 92.09
0.618 91.34
1.000 90.88
1.618 90.13
2.618 88.92
4.250 86.95
Fisher Pivots for day following 20-Mar-2013
Pivot 1 day 3 day
R1 92.87 92.95
PP 92.78 92.94
S1 92.70 92.93

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

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