NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 13-Feb-2013
Day Change Summary
Previous Current
12-Feb-2013 13-Feb-2013 Change Change % Previous Week
Open 97.99 98.62 0.63 0.6% 98.46
High 98.78 99.10 0.32 0.3% 98.50
Low 97.72 97.73 0.01 0.0% 95.99
Close 98.59 98.14 -0.45 -0.5% 96.83
Range 1.06 1.37 0.31 29.2% 2.51
ATR 1.41 1.40 0.00 -0.2% 0.00
Volume 73,645 61,862 -11,783 -16.0% 295,092
Daily Pivots for day following 13-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.43 101.66 98.89
R3 101.06 100.29 98.52
R2 99.69 99.69 98.39
R1 98.92 98.92 98.27 98.62
PP 98.32 98.32 98.32 98.18
S1 97.55 97.55 98.01 97.25
S2 96.95 96.95 97.89
S3 95.58 96.18 97.76
S4 94.21 94.81 97.39
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 99.10 96.04 3.06 3.1% 1.47 1.5% 69% True False 68,602
10 99.10 95.99 3.11 3.2% 1.46 1.5% 69% True False 59,226
20 99.10 94.26 4.84 4.9% 1.40 1.4% 80% True False 53,800
40 99.10 88.68 10.42 10.6% 1.33 1.4% 91% True False 37,684
60 99.10 87.62 11.48 11.7% 1.36 1.4% 92% True False 30,102
80 99.10 86.95 12.15 12.4% 1.49 1.5% 92% True False 25,003
100 99.10 86.95 12.15 12.4% 1.50 1.5% 92% True False 21,166
120 101.54 86.95 14.59 14.9% 1.48 1.5% 77% False False 18,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.92
2.618 102.69
1.618 101.32
1.000 100.47
0.618 99.95
HIGH 99.10
0.618 98.58
0.500 98.42
0.382 98.25
LOW 97.73
0.618 96.88
1.000 96.36
1.618 95.51
2.618 94.14
4.250 91.91
Fisher Pivots for day following 13-Feb-2013
Pivot 1 day 3 day
R1 98.42 97.95
PP 98.32 97.76
S1 98.23 97.57

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

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