NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 97.47 97.46 -0.01 0.0% 98.95
High 98.05 98.58 0.53 0.5% 98.98
Low 96.85 96.52 -0.33 -0.3% 96.42
Close 97.32 98.55 1.23 1.3% 97.32
Range 1.20 2.06 0.86 71.7% 2.56
ATR 1.37 1.42 0.05 3.6% 0.00
Volume 93,918 68,012 -25,906 -27.6% 409,010
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 104.06 103.37 99.68
R3 102.00 101.31 99.12
R2 99.94 99.94 98.93
R1 99.25 99.25 98.74 99.60
PP 97.88 97.88 97.88 98.06
S1 97.19 97.19 98.36 97.54
S2 95.82 95.82 98.17
S3 93.76 95.13 97.98
S4 91.70 93.07 97.42
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.25 103.85 98.73
R3 102.69 101.29 98.02
R2 100.13 100.13 97.79
R1 98.73 98.73 97.55 98.15
PP 97.57 97.57 97.57 97.29
S1 96.17 96.17 97.09 95.59
S2 95.01 95.01 96.85
S3 92.45 93.61 96.62
S4 89.89 91.05 95.91
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.58 96.42 2.16 2.2% 1.55 1.6% 99% True False 73,582
10 99.40 96.42 2.98 3.0% 1.44 1.5% 71% False False 73,148
20 99.40 94.45 4.95 5.0% 1.39 1.4% 83% False False 67,219
40 99.40 88.30 11.10 11.3% 1.32 1.3% 92% False False 50,570
60 99.40 87.90 11.50 11.7% 1.41 1.4% 93% False False 42,511
80 99.40 87.22 12.18 12.4% 1.54 1.6% 93% False False 37,493
100 99.40 87.22 12.18 12.4% 1.64 1.7% 93% False False 34,774
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 107.34
2.618 103.97
1.618 101.91
1.000 100.64
0.618 99.85
HIGH 98.58
0.618 97.79
0.500 97.55
0.382 97.31
LOW 96.52
0.618 95.25
1.000 94.46
1.618 93.19
2.618 91.13
4.250 87.77
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 98.22 98.22
PP 97.88 97.88
S1 97.55 97.55

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

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