NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 93.02 93.49 0.47 0.5% 97.36
High 93.75 94.48 0.73 0.8% 97.80
Low 92.46 92.86 0.40 0.4% 91.91
Close 93.36 94.20 0.84 0.9% 92.70
Range 1.29 1.62 0.33 25.6% 5.89
ATR 1.70 1.69 -0.01 -0.3% 0.00
Volume 212,117 234,720 22,603 10.7% 1,327,105
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.71 98.07 95.09
R3 97.09 96.45 94.65
R2 95.47 95.47 94.50
R1 94.83 94.83 94.35 95.15
PP 93.85 93.85 93.85 94.01
S1 93.21 93.21 94.05 93.53
S2 92.23 92.23 93.90
S3 90.61 91.59 93.75
S4 88.99 89.97 93.31
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 111.81 108.14 95.94
R3 105.92 102.25 94.32
R2 100.03 100.03 93.78
R1 96.36 96.36 93.24 95.25
PP 94.14 94.14 94.14 93.58
S1 90.47 90.47 92.16 89.36
S2 88.25 88.25 91.62
S3 82.36 84.58 91.08
S4 76.47 78.69 89.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.96 91.91 5.05 5.4% 2.01 2.1% 45% False False 274,333
10 97.80 91.91 5.89 6.3% 1.76 1.9% 39% False False 237,045
20 97.80 91.84 5.96 6.3% 1.69 1.8% 40% False False 206,587
40 99.10 89.78 9.32 9.9% 1.64 1.7% 47% False False 137,321
60 99.10 89.78 9.32 9.9% 1.55 1.6% 47% False False 107,925
80 99.10 87.99 11.11 11.8% 1.47 1.6% 56% False False 85,752
100 99.10 87.50 11.60 12.3% 1.47 1.6% 58% False False 71,298
120 99.10 86.95 12.15 12.9% 1.53 1.6% 60% False False 60,922
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
4.250 101.37
2.618 98.72
1.618 97.10
1.000 96.10
0.618 95.48
HIGH 94.48
0.618 93.86
0.500 93.67
0.382 93.48
LOW 92.86
0.618 91.86
1.000 91.24
1.618 90.24
2.618 88.62
4.250 85.98
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 94.02 93.87
PP 93.85 93.53
S1 93.67 93.20

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

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