NYMEX Light Sweet Crude Oil Future November 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 96.21 96.13 -0.08 -0.1% 93.20
High 96.74 96.42 -0.32 -0.3% 96.40
Low 95.66 93.95 -1.71 -1.8% 93.20
Close 96.73 94.14 -2.59 -2.7% 96.40
Range 1.08 2.47 1.39 128.7% 3.20
ATR 1.10 1.22 0.12 10.9% 0.00
Volume 4,961 5,684 723 14.6% 24,837
Daily Pivots for day following 03-Apr-2013
Classic Woodie Camarilla DeMark
R4 102.25 100.66 95.50
R3 99.78 98.19 94.82
R2 97.31 97.31 94.59
R1 95.72 95.72 94.37 95.28
PP 94.84 94.84 94.84 94.62
S1 93.25 93.25 93.91 92.81
S2 92.37 92.37 93.69
S3 89.90 90.78 93.46
S4 87.43 88.31 92.78
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 104.93 103.87 98.16
R3 101.73 100.67 97.28
R2 98.53 98.53 96.99
R1 97.47 97.47 96.69 98.00
PP 95.33 95.33 95.33 95.60
S1 94.27 94.27 96.11 94.80
S2 92.13 92.13 95.81
S3 88.93 91.07 95.52
S4 85.73 87.87 94.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.74 93.95 2.79 3.0% 1.26 1.3% 7% False True 5,511
10 96.74 91.73 5.01 5.3% 1.21 1.3% 48% False False 5,211
20 96.74 90.56 6.18 6.6% 1.11 1.2% 58% False False 5,145
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
4.250 106.92
2.618 102.89
1.618 100.42
1.000 98.89
0.618 97.95
HIGH 96.42
0.618 95.48
0.500 95.19
0.382 94.89
LOW 93.95
0.618 92.42
1.000 91.48
1.618 89.95
2.618 87.48
4.250 83.45
Fisher Pivots for day following 03-Apr-2013
Pivot 1 day 3 day
R1 95.19 95.35
PP 94.84 94.94
S1 94.49 94.54

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

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