NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 15-Mar-2013
Day Change Summary
Previous Current
14-Mar-2013 15-Mar-2013 Change Change % Previous Week
Open 92.84 93.39 0.55 0.6% 92.32
High 93.59 94.20 0.61 0.7% 94.20
Low 92.37 93.36 0.99 1.1% 91.36
Close 93.38 93.82 0.44 0.5% 93.82
Range 1.22 0.84 -0.38 -31.1% 2.84
ATR 1.51 1.46 -0.05 -3.2% 0.00
Volume 91,487 107,528 16,041 17.5% 491,681
Daily Pivots for day following 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.31 95.91 94.28
R3 95.47 95.07 94.05
R2 94.63 94.63 93.97
R1 94.23 94.23 93.90 94.43
PP 93.79 93.79 93.79 93.90
S1 93.39 93.39 93.74 93.59
S2 92.95 92.95 93.67
S3 92.11 92.55 93.59
S4 91.27 91.71 93.36
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.65 100.57 95.38
R3 98.81 97.73 94.60
R2 95.97 95.97 94.34
R1 94.89 94.89 94.08 95.43
PP 93.13 93.13 93.13 93.40
S1 92.05 92.05 93.56 92.59
S2 90.29 90.29 93.30
S3 87.45 89.21 93.04
S4 84.61 86.37 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.20 91.36 2.84 3.0% 1.34 1.4% 87% True False 98,336
10 94.20 89.78 4.42 4.7% 1.34 1.4% 91% True False 91,028
20 98.55 89.78 8.77 9.3% 1.59 1.7% 46% False False 74,509
40 99.10 89.78 9.32 9.9% 1.49 1.6% 43% False False 65,094
60 99.10 89.21 9.89 10.5% 1.42 1.5% 47% False False 50,393
80 99.10 87.62 11.48 12.2% 1.41 1.5% 54% False False 41,951
100 99.10 86.95 12.15 13.0% 1.49 1.6% 57% False False 35,527
120 99.10 86.95 12.15 13.0% 1.51 1.6% 57% False False 30,617
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 0.34
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 97.77
2.618 96.40
1.618 95.56
1.000 95.04
0.618 94.72
HIGH 94.20
0.618 93.88
0.500 93.78
0.382 93.68
LOW 93.36
0.618 92.84
1.000 92.52
1.618 92.00
2.618 91.16
4.250 89.79
Fisher Pivots for day following 15-Mar-2013
Pivot 1 day 3 day
R1 93.81 93.63
PP 93.79 93.43
S1 93.78 93.24

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

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