NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 93.79 93.35 -0.44 -0.5% 97.50
High 93.80 94.12 0.32 0.3% 97.66
Low 92.47 92.90 0.43 0.5% 92.47
Close 93.17 93.84 0.67 0.7% 93.17
Range 1.33 1.22 -0.11 -8.3% 5.19
ATR 1.46 1.44 -0.02 -1.2% 0.00
Volume 35,539 35,412 -127 -0.4% 132,082
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.28 96.78 94.51
R3 96.06 95.56 94.18
R2 94.84 94.84 94.06
R1 94.34 94.34 93.95 94.59
PP 93.62 93.62 93.62 93.75
S1 93.12 93.12 93.73 93.37
S2 92.40 92.40 93.62
S3 91.18 91.90 93.50
S4 89.96 90.68 93.17
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 110.00 106.78 96.02
R3 104.81 101.59 94.60
R2 99.62 99.62 94.12
R1 96.40 96.40 93.65 95.42
PP 94.43 94.43 94.43 93.94
S1 91.21 91.21 92.69 90.23
S2 89.24 89.24 92.22
S3 84.05 86.02 91.74
S4 78.86 80.83 90.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.66 92.47 5.19 5.5% 1.77 1.9% 26% False False 30,123
10 97.66 92.47 5.19 5.5% 1.52 1.6% 26% False False 24,713
20 97.66 92.04 5.62 6.0% 1.41 1.5% 32% False False 20,887
40 99.69 90.90 8.79 9.4% 1.34 1.4% 33% False False 18,366
60 99.69 90.90 8.79 9.4% 1.22 1.3% 33% False False 17,423
80 99.69 88.74 10.95 11.7% 1.14 1.2% 47% False False 14,320
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.31
2.618 97.31
1.618 96.09
1.000 95.34
0.618 94.87
HIGH 94.12
0.618 93.65
0.500 93.51
0.382 93.37
LOW 92.90
0.618 92.15
1.000 91.68
1.618 90.93
2.618 89.71
4.250 87.72
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 93.73 93.86
PP 93.62 93.85
S1 93.51 93.85

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

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