NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 92.34 92.71 0.37 0.4% 91.86
High 93.07 93.16 0.09 0.1% 93.07
Low 91.88 91.99 0.11 0.1% 90.56
Close 93.01 93.08 0.07 0.1% 93.01
Range 1.19 1.17 -0.02 -1.7% 2.51
ATR 1.42 1.40 -0.02 -1.2% 0.00
Volume 40,779 20,015 -20,764 -50.9% 131,823
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.25 95.84 93.72
R3 95.08 94.67 93.40
R2 93.91 93.91 93.29
R1 93.50 93.50 93.19 93.71
PP 92.74 92.74 92.74 92.85
S1 92.33 92.33 92.97 92.54
S2 91.57 91.57 92.87
S3 90.40 91.16 92.76
S4 89.23 89.99 92.44
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.74 98.89 94.39
R3 97.23 96.38 93.70
R2 94.72 94.72 93.47
R1 93.87 93.87 93.24 94.30
PP 92.21 92.21 92.21 92.43
S1 91.36 91.36 92.78 91.79
S2 89.70 89.70 92.55
S3 87.19 88.85 92.32
S4 84.68 86.34 91.63
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.16 90.78 2.38 2.6% 1.28 1.4% 97% True False 25,991
10 94.50 90.56 3.94 4.2% 1.18 1.3% 64% False False 23,128
20 99.77 90.56 9.21 9.9% 1.43 1.5% 27% False False 22,983
40 99.77 90.56 9.21 9.9% 1.34 1.4% 27% False False 23,414
60 99.77 88.55 11.22 12.1% 1.23 1.3% 40% False False 18,622
80 99.77 88.32 11.45 12.3% 1.21 1.3% 42% False False 15,099
100 99.77 87.76 12.01 12.9% 1.24 1.3% 44% False False 12,851
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.21
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.13
2.618 96.22
1.618 95.05
1.000 94.33
0.618 93.88
HIGH 93.16
0.618 92.71
0.500 92.58
0.382 92.44
LOW 91.99
0.618 91.27
1.000 90.82
1.618 90.10
2.618 88.93
4.250 87.02
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 92.91 92.82
PP 92.74 92.55
S1 92.58 92.29

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

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