NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 93.56 91.08 -2.48 -2.7% 93.01
High 93.56 91.08 -2.48 -2.7% 94.83
Low 90.90 87.82 -3.08 -3.4% 90.90
Close 91.67 89.13 -2.54 -2.8% 91.67
Range 2.66 3.26 0.60 22.6% 3.93
ATR 1.46 1.63 0.17 11.7% 0.00
Volume 10,382 20,908 10,526 101.4% 47,491
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 99.12 97.39 90.92
R3 95.86 94.13 90.03
R2 92.60 92.60 89.73
R1 90.87 90.87 89.43 90.11
PP 89.34 89.34 89.34 88.96
S1 87.61 87.61 88.83 86.85
S2 86.08 86.08 88.53
S3 82.82 84.35 88.23
S4 79.56 81.09 87.34
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.26 101.89 93.83
R3 100.33 97.96 92.75
R2 96.40 96.40 92.39
R1 94.03 94.03 92.03 93.25
PP 92.47 92.47 92.47 92.08
S1 90.10 90.10 91.31 89.32
S2 88.54 88.54 90.95
S3 84.61 86.17 90.59
S4 80.68 82.24 89.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.83 87.82 7.01 7.9% 1.97 2.2% 19% False True 11,304
10 97.26 87.82 9.44 10.6% 1.82 2.0% 14% False True 10,590
20 97.26 87.82 9.44 10.6% 1.55 1.7% 14% False True 9,231
40 98.53 87.82 10.71 12.0% 1.34 1.5% 12% False True 7,626
60 99.41 87.82 11.59 13.0% 1.16 1.3% 11% False True 7,814
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 0.20
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 104.94
2.618 99.61
1.618 96.35
1.000 94.34
0.618 93.09
HIGH 91.08
0.618 89.83
0.500 89.45
0.382 89.07
LOW 87.82
0.618 85.81
1.000 84.56
1.618 82.55
2.618 79.29
4.250 73.97
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 89.45 91.25
PP 89.34 90.54
S1 89.24 89.84

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

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