NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 94.56 93.49 -1.07 -1.1% 93.02
High 94.64 93.52 -1.12 -1.2% 94.82
Low 93.06 90.27 -2.79 -3.0% 90.27
Close 93.51 91.29 -2.22 -2.4% 91.29
Range 1.58 3.25 1.67 105.7% 4.55
ATR 1.67 1.78 0.11 6.8% 0.00
Volume 222,439 325,580 103,141 46.4% 1,243,413
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.44 99.62 93.08
R3 98.19 96.37 92.18
R2 94.94 94.94 91.89
R1 93.12 93.12 91.59 92.41
PP 91.69 91.69 91.69 91.34
S1 89.87 89.87 90.99 89.16
S2 88.44 88.44 90.69
S3 85.19 86.62 90.40
S4 81.94 83.37 89.50
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.78 103.08 93.79
R3 101.23 98.53 92.54
R2 96.68 96.68 92.12
R1 93.98 93.98 91.71 93.06
PP 92.13 92.13 92.13 91.66
S1 89.43 89.43 90.87 88.51
S2 87.58 87.58 90.46
S3 83.03 84.88 90.04
S4 78.48 80.33 88.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.82 90.27 4.55 5.0% 1.83 2.0% 22% False True 248,682
10 97.80 90.27 7.53 8.2% 1.97 2.2% 14% False True 257,051
20 97.80 90.27 7.53 8.2% 1.77 1.9% 14% False True 231,691
40 98.77 89.78 8.99 9.8% 1.68 1.8% 17% False False 152,183
60 99.10 89.78 9.32 10.2% 1.59 1.7% 16% False False 119,388
80 99.10 88.68 10.42 11.4% 1.51 1.7% 25% False False 94,933
100 99.10 87.62 11.48 12.6% 1.49 1.6% 32% False False 78,934
120 99.10 86.95 12.15 13.3% 1.56 1.7% 36% False False 67,396
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 107.33
2.618 102.03
1.618 98.78
1.000 96.77
0.618 95.53
HIGH 93.52
0.618 92.28
0.500 91.90
0.382 91.51
LOW 90.27
0.618 88.26
1.000 87.02
1.618 85.01
2.618 81.76
4.250 76.46
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 91.90 92.55
PP 91.69 92.13
S1 91.49 91.71

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

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