NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 01-Mar-2013
Day Change Summary
Previous Current
28-Feb-2013 01-Mar-2013 Change Change % Previous Week
Open 93.30 92.28 -1.02 -1.1% 93.70
High 93.56 92.37 -1.19 -1.3% 94.90
Low 91.98 90.50 -1.48 -1.6% 90.50
Close 92.46 91.14 -1.32 -1.4% 91.14
Range 1.58 1.87 0.29 18.4% 4.40
ATR 1.58 1.61 0.03 1.7% 0.00
Volume 48,199 61,332 13,133 27.2% 259,008
Daily Pivots for day following 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.95 95.91 92.17
R3 95.08 94.04 91.65
R2 93.21 93.21 91.48
R1 92.17 92.17 91.31 91.76
PP 91.34 91.34 91.34 91.13
S1 90.30 90.30 90.97 89.89
S2 89.47 89.47 90.80
S3 87.60 88.43 90.63
S4 85.73 86.56 90.11
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.38 102.66 93.56
R3 100.98 98.26 92.35
R2 96.58 96.58 91.95
R1 93.86 93.86 91.54 93.02
PP 92.18 92.18 92.18 91.76
S1 89.46 89.46 90.74 88.62
S2 87.78 87.78 90.33
S3 83.38 85.06 89.93
S4 78.98 80.66 88.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.90 90.50 4.40 4.8% 1.67 1.8% 15% False True 51,801
10 98.55 90.50 8.05 8.8% 1.84 2.0% 8% False True 57,990
20 99.10 90.50 8.60 9.4% 1.64 1.8% 7% False True 60,533
40 99.10 90.50 8.60 9.4% 1.44 1.6% 7% False True 49,274
60 99.10 87.62 11.48 12.6% 1.40 1.5% 31% False False 38,688
80 99.10 86.95 12.15 13.3% 1.49 1.6% 34% False False 32,082
100 99.10 86.95 12.15 13.3% 1.51 1.7% 34% False False 27,173
120 101.54 86.95 14.59 16.0% 1.52 1.7% 29% False False 23,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 100.32
2.618 97.27
1.618 95.40
1.000 94.24
0.618 93.53
HIGH 92.37
0.618 91.66
0.500 91.44
0.382 91.21
LOW 90.50
0.618 89.34
1.000 88.63
1.618 87.47
2.618 85.60
4.250 82.55
Fisher Pivots for day following 01-Mar-2013
Pivot 1 day 3 day
R1 91.44 92.13
PP 91.34 91.80
S1 91.24 91.47

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

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