NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 94.93 94.13 -0.80 -0.8% 95.58
High 95.66 94.44 -1.22 -1.3% 97.17
Low 93.85 92.13 -1.72 -1.8% 93.37
Close 94.21 94.30 0.09 0.1% 96.04
Range 1.81 2.31 0.50 27.6% 3.80
ATR 2.11 2.12 0.01 0.7% 0.00
Volume 269,403 360,684 91,281 33.9% 1,433,775
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 100.55 99.74 95.57
R3 98.24 97.43 94.94
R2 95.93 95.93 94.72
R1 95.12 95.12 94.51 95.53
PP 93.62 93.62 93.62 93.83
S1 92.81 92.81 94.09 93.22
S2 91.31 91.31 93.88
S3 89.00 90.50 93.66
S4 86.69 88.19 93.03
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 106.93 105.28 98.13
R3 103.13 101.48 97.09
R2 99.33 99.33 96.74
R1 97.68 97.68 96.39 98.51
PP 95.53 95.53 95.53 95.94
S1 93.88 93.88 95.69 94.71
S2 91.73 91.73 95.34
S3 87.93 90.08 95.00
S4 84.13 86.28 93.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.77 92.13 4.64 4.9% 1.95 2.1% 47% False True 310,687
10 97.17 90.65 6.52 6.9% 2.10 2.2% 56% False False 296,922
20 97.17 85.90 11.27 12.0% 2.13 2.3% 75% False False 277,835
40 98.06 85.90 12.16 12.9% 2.07 2.2% 69% False False 188,116
60 98.30 85.90 12.40 13.1% 1.90 2.0% 68% False False 145,046
80 99.52 85.90 13.62 14.4% 1.77 1.9% 62% False False 126,279
100 99.52 85.90 13.62 14.4% 1.68 1.8% 62% False False 108,102
120 99.52 85.90 13.62 14.4% 1.64 1.7% 62% False False 94,851
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 0.36
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.26
2.618 100.49
1.618 98.18
1.000 96.75
0.618 95.87
HIGH 94.44
0.618 93.56
0.500 93.29
0.382 93.01
LOW 92.13
0.618 90.70
1.000 89.82
1.618 88.39
2.618 86.08
4.250 82.31
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 93.96 94.19
PP 93.62 94.08
S1 93.29 93.97

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

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