NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 92.28 91.26 -1.02 -1.1% 93.70
High 92.37 91.34 -1.03 -1.1% 94.90
Low 90.50 89.78 -0.72 -0.8% 90.50
Close 91.14 90.58 -0.56 -0.6% 91.14
Range 1.87 1.56 -0.31 -16.6% 4.40
ATR 1.61 1.61 0.00 -0.2% 0.00
Volume 61,332 73,851 12,519 20.4% 259,008
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.25 94.47 91.44
R3 93.69 92.91 91.01
R2 92.13 92.13 90.87
R1 91.35 91.35 90.72 90.96
PP 90.57 90.57 90.57 90.37
S1 89.79 89.79 90.44 89.40
S2 89.01 89.01 90.29
S3 87.45 88.23 90.15
S4 85.89 86.67 89.72
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 93.84 89.78 4.06 4.5% 1.51 1.7% 20% False True 57,430
10 97.92 89.78 8.14 9.0% 1.78 2.0% 10% False True 61,602
20 99.10 89.78 9.32 10.3% 1.64 1.8% 9% False True 61,090
40 99.10 89.78 9.32 10.3% 1.46 1.6% 9% False True 50,578
60 99.10 87.62 11.48 12.7% 1.40 1.5% 26% False False 39,677
80 99.10 86.95 12.15 13.4% 1.49 1.6% 30% False False 32,782
100 99.10 86.95 12.15 13.4% 1.52 1.7% 30% False False 27,820
120 101.54 86.95 14.59 16.1% 1.53 1.7% 25% False False 24,274
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.97
2.618 95.42
1.618 93.86
1.000 92.90
0.618 92.30
HIGH 91.34
0.618 90.74
0.500 90.56
0.382 90.38
LOW 89.78
0.618 88.82
1.000 88.22
1.618 87.26
2.618 85.70
4.250 83.15
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 90.57 91.67
PP 90.57 91.31
S1 90.56 90.94

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

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