NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 03-Apr-2013
Day Change Summary
Previous Current
02-Apr-2013 03-Apr-2013 Change Change % Previous Week
Open 97.40 97.39 -0.01 0.0% 94.08
High 97.93 97.40 -0.53 -0.5% 97.98
Low 96.50 94.78 -1.72 -1.8% 94.08
Close 97.71 95.00 -2.71 -2.8% 97.64
Range 1.43 2.62 1.19 83.2% 3.90
ATR 1.48 1.58 0.10 7.0% 0.00
Volume 41,078 54,190 13,112 31.9% 174,479
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 103.59 101.91 96.44
R3 100.97 99.29 95.72
R2 98.35 98.35 95.48
R1 96.67 96.67 95.24 96.20
PP 95.73 95.73 95.73 95.49
S1 94.05 94.05 94.76 93.58
S2 93.11 93.11 94.52
S3 90.49 91.43 94.28
S4 87.87 88.81 93.56
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 108.27 106.85 99.79
R3 104.37 102.95 98.71
R2 100.47 100.47 98.36
R1 99.05 99.05 98.00 99.76
PP 96.57 96.57 96.57 96.92
S1 95.15 95.15 97.28 95.86
S2 92.67 92.67 96.93
S3 88.77 91.25 96.57
S4 84.87 87.35 95.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.22 94.78 3.44 3.6% 1.67 1.8% 6% False True 40,011
10 98.22 92.36 5.86 6.2% 1.61 1.7% 45% False False 40,241
20 98.22 90.78 7.44 7.8% 1.52 1.6% 57% False False 34,115
40 99.77 90.56 9.21 9.7% 1.48 1.6% 48% False False 28,459
60 99.77 90.56 9.21 9.7% 1.38 1.5% 48% False False 25,906
80 99.77 88.48 11.29 11.9% 1.29 1.4% 58% False False 21,341
100 99.77 87.76 12.01 12.6% 1.29 1.4% 60% False False 17,938
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 108.54
2.618 104.26
1.618 101.64
1.000 100.02
0.618 99.02
HIGH 97.40
0.618 96.40
0.500 96.09
0.382 95.78
LOW 94.78
0.618 93.16
1.000 92.16
1.618 90.54
2.618 87.92
4.250 83.65
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 96.09 96.50
PP 95.73 96.00
S1 95.36 95.50

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

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