NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 96.96 96.87 -0.09 -0.1% 98.46
High 97.59 98.15 0.56 0.6% 98.50
Low 96.34 96.04 -0.30 -0.3% 95.99
Close 96.83 98.11 1.28 1.3% 96.83
Range 1.25 2.11 0.86 68.8% 2.51
ATR 1.38 1.43 0.05 3.8% 0.00
Volume 78,976 66,612 -12,364 -15.7% 295,092
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 103.76 103.05 99.27
R3 101.65 100.94 98.69
R2 99.54 99.54 98.50
R1 98.83 98.83 98.30 99.19
PP 97.43 97.43 97.43 97.61
S1 96.72 96.72 97.92 97.08
S2 95.32 95.32 97.72
S3 93.21 94.61 97.53
S4 91.10 92.50 96.95
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 104.64 103.24 98.21
R3 102.13 100.73 97.52
R2 99.62 99.62 97.29
R1 98.22 98.22 97.06 97.67
PP 97.11 97.11 97.11 96.83
S1 95.71 95.71 96.60 95.16
S2 94.60 94.60 96.37
S3 92.09 93.20 96.14
S4 89.58 90.69 95.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.15 95.99 2.16 2.2% 1.59 1.6% 98% True False 58,445
10 99.03 95.99 3.04 3.1% 1.45 1.5% 70% False False 53,141
20 99.03 94.16 4.87 5.0% 1.40 1.4% 81% False False 50,026
40 99.03 87.99 11.04 11.3% 1.32 1.3% 92% False False 35,431
60 99.03 87.50 11.53 11.8% 1.38 1.4% 92% False False 28,257
80 99.03 86.95 12.08 12.3% 1.49 1.5% 92% False False 23,482
100 99.03 86.95 12.08 12.3% 1.52 1.6% 92% False False 19,943
120 101.54 86.95 14.59 14.9% 1.47 1.5% 76% False False 17,658
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 107.12
2.618 103.67
1.618 101.56
1.000 100.26
0.618 99.45
HIGH 98.15
0.618 97.34
0.500 97.10
0.382 96.85
LOW 96.04
0.618 94.74
1.000 93.93
1.618 92.63
2.618 90.52
4.250 87.07
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 97.77 97.77
PP 97.43 97.43
S1 97.10 97.10

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

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