NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 91.26 90.72 -0.54 -0.6% 93.70
High 91.34 91.44 0.10 0.1% 94.90
Low 89.78 90.49 0.71 0.8% 90.50
Close 90.58 91.28 0.70 0.8% 91.14
Range 1.56 0.95 -0.61 -39.1% 4.40
ATR 1.61 1.56 -0.05 -2.9% 0.00
Volume 73,851 78,214 4,363 5.9% 259,008
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 93.92 93.55 91.80
R3 92.97 92.60 91.54
R2 92.02 92.02 91.45
R1 91.65 91.65 91.37 91.84
PP 91.07 91.07 91.07 91.16
S1 90.70 90.70 91.19 90.89
S2 90.12 90.12 91.11
S3 89.17 89.75 91.02
S4 88.22 88.80 90.76
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 93.75 89.78 3.97 4.3% 1.42 1.6% 38% False False 61,558
10 97.92 89.78 8.14 8.9% 1.74 1.9% 18% False False 63,719
20 99.10 89.78 9.32 10.2% 1.61 1.8% 16% False False 61,526
40 99.10 89.78 9.32 10.2% 1.45 1.6% 16% False False 52,162
60 99.10 87.62 11.48 12.6% 1.40 1.5% 32% False False 40,695
80 99.10 86.95 12.15 13.3% 1.46 1.6% 36% False False 33,640
100 99.10 86.95 12.15 13.3% 1.50 1.6% 36% False False 28,548
120 101.54 86.95 14.59 16.0% 1.53 1.7% 30% False False 24,877
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.33
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 95.48
2.618 93.93
1.618 92.98
1.000 92.39
0.618 92.03
HIGH 91.44
0.618 91.08
0.500 90.97
0.382 90.85
LOW 90.49
0.618 89.90
1.000 89.54
1.618 88.95
2.618 88.00
4.250 86.45
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 91.18 91.21
PP 91.07 91.14
S1 90.97 91.08

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

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