NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 94.13 94.34 0.21 0.2% 95.58
High 94.44 95.57 1.13 1.2% 97.17
Low 92.13 93.23 1.10 1.2% 93.37
Close 94.30 95.16 0.86 0.9% 96.04
Range 2.31 2.34 0.03 1.3% 3.80
ATR 2.12 2.14 0.02 0.7% 0.00
Volume 360,684 297,863 -62,821 -17.4% 1,433,775
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 101.67 100.76 96.45
R3 99.33 98.42 95.80
R2 96.99 96.99 95.59
R1 96.08 96.08 95.37 96.54
PP 94.65 94.65 94.65 94.88
S1 93.74 93.74 94.95 94.20
S2 92.31 92.31 94.73
S3 89.97 91.40 94.52
S4 87.63 89.06 93.87
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 96.24 92.13 4.11 4.3% 2.13 2.2% 74% False False 315,821
10 97.17 92.13 5.04 5.3% 1.98 2.1% 60% False False 295,628
20 97.17 87.69 9.48 10.0% 2.11 2.2% 79% False False 280,974
40 98.06 85.90 12.16 12.8% 2.08 2.2% 76% False False 194,234
60 98.30 85.90 12.40 13.0% 1.91 2.0% 75% False False 148,989
80 99.52 85.90 13.62 14.3% 1.78 1.9% 68% False False 128,880
100 99.52 85.90 13.62 14.3% 1.69 1.8% 68% False False 110,841
120 99.52 85.90 13.62 14.3% 1.63 1.7% 68% False False 97,032
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.44
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.52
2.618 101.70
1.618 99.36
1.000 97.91
0.618 97.02
HIGH 95.57
0.618 94.68
0.500 94.40
0.382 94.12
LOW 93.23
0.618 91.78
1.000 90.89
1.618 89.44
2.618 87.10
4.250 83.29
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 94.91 94.74
PP 94.65 94.32
S1 94.40 93.90

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

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