NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 06-May-2013
Day Change Summary
Previous Current
03-May-2013 06-May-2013 Change Change % Previous Week
Open 91.84 94.85 3.01 3.3% 90.97
High 93.84 94.85 1.01 1.1% 93.84
Low 91.84 93.02 1.18 1.3% 88.45
Close 93.46 94.13 0.67 0.7% 93.46
Range 2.00 1.83 -0.17 -8.5% 5.39
ATR 1.81 1.82 0.00 0.1% 0.00
Volume 7,222 8,904 1,682 23.3% 29,432
Daily Pivots for day following 06-May-2013
Classic Woodie Camarilla DeMark
R4 99.49 98.64 95.14
R3 97.66 96.81 94.63
R2 95.83 95.83 94.47
R1 94.98 94.98 94.30 94.49
PP 94.00 94.00 94.00 93.76
S1 93.15 93.15 93.96 92.66
S2 92.17 92.17 93.79
S3 90.34 91.32 93.63
S4 88.51 89.49 93.12
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 108.09 106.16 96.42
R3 102.70 100.77 94.94
R2 97.31 97.31 94.45
R1 95.38 95.38 93.95 96.35
PP 91.92 91.92 91.92 92.40
S1 89.99 89.99 92.97 90.96
S2 86.53 86.53 92.47
S3 81.14 84.60 91.98
S4 75.75 79.21 90.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.85 88.45 6.40 6.8% 2.21 2.3% 89% True False 7,118
10 94.85 87.41 7.44 7.9% 1.90 2.0% 90% True False 5,405
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.17
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.63
2.618 99.64
1.618 97.81
1.000 96.68
0.618 95.98
HIGH 94.85
0.618 94.15
0.500 93.94
0.382 93.72
LOW 93.02
0.618 91.89
1.000 91.19
1.618 90.06
2.618 88.23
4.250 85.24
Fisher Pivots for day following 06-May-2013
Pivot 1 day 3 day
R1 94.07 93.43
PP 94.00 92.74
S1 93.94 92.04

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

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