NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 97.13 97.77 0.64 0.7% 96.74
High 98.00 98.90 0.90 0.9% 97.89
Low 96.71 97.45 0.74 0.8% 96.27
Close 97.58 98.64 1.06 1.1% 97.08
Range 1.29 1.45 0.16 12.4% 1.62
ATR 1.35 1.36 0.01 0.5% 0.00
Volume 41,813 41,447 -366 -0.9% 285,650
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 102.68 102.11 99.44
R3 101.23 100.66 99.04
R2 99.78 99.78 98.91
R1 99.21 99.21 98.77 99.50
PP 98.33 98.33 98.33 98.47
S1 97.76 97.76 98.51 98.05
S2 96.88 96.88 98.37
S3 95.43 96.31 98.24
S4 93.98 94.86 97.84
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.94 101.13 97.97
R3 100.32 99.51 97.53
R2 98.70 98.70 97.38
R1 97.89 97.89 97.23 98.30
PP 97.08 97.08 97.08 97.28
S1 96.27 96.27 96.93 96.68
S2 95.46 95.46 96.78
S3 93.84 94.65 96.63
S4 92.22 93.03 96.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.90 96.27 2.63 2.7% 1.39 1.4% 90% True False 64,573
10 98.90 94.48 4.42 4.5% 1.37 1.4% 94% True False 61,288
20 98.90 91.77 7.13 7.2% 1.32 1.3% 96% True False 49,815
40 98.90 88.00 10.90 11.1% 1.33 1.3% 98% True False 39,754
60 98.90 87.22 11.68 11.8% 1.51 1.5% 98% True False 34,597
80 98.90 87.22 11.68 11.8% 1.61 1.6% 98% True False 32,018
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.06
2.618 102.70
1.618 101.25
1.000 100.35
0.618 99.80
HIGH 98.90
0.618 98.35
0.500 98.18
0.382 98.00
LOW 97.45
0.618 96.55
1.000 96.00
1.618 95.10
2.618 93.65
4.250 91.29
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 98.49 98.36
PP 98.33 98.08
S1 98.18 97.81

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

View Archives - Comment on this page... - Back to Index of Symbols