NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 93.82 92.84 -0.98 -1.0% 94.85
High 93.82 93.08 -0.74 -0.8% 94.85
Low 92.43 91.02 -1.41 -1.5% 92.14
Close 92.80 92.99 0.19 0.2% 94.19
Range 1.39 2.06 0.67 48.2% 2.71
ATR 1.63 1.66 0.03 1.9% 0.00
Volume 5,586 4,963 -623 -11.2% 35,566
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 98.54 97.83 94.12
R3 96.48 95.77 93.56
R2 94.42 94.42 93.37
R1 93.71 93.71 93.18 94.07
PP 92.36 92.36 92.36 92.54
S1 91.65 91.65 92.80 92.01
S2 90.30 90.30 92.61
S3 88.24 89.59 92.42
S4 86.18 87.53 91.86
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 101.86 100.73 95.68
R3 99.15 98.02 94.94
R2 96.44 96.44 94.69
R1 95.31 95.31 94.44 94.52
PP 93.73 93.73 93.73 93.33
S1 92.60 92.60 93.94 91.81
S2 91.02 91.02 93.69
S3 88.31 89.89 93.44
S4 85.60 87.18 92.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.52 91.02 3.50 3.8% 1.42 1.5% 56% False True 6,647
10 94.85 89.23 5.62 6.0% 1.56 1.7% 67% False False 6,800
20 94.85 85.58 9.27 10.0% 1.55 1.7% 80% False False 5,339
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.19
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.84
2.618 98.47
1.618 96.41
1.000 95.14
0.618 94.35
HIGH 93.08
0.618 92.29
0.500 92.05
0.382 91.81
LOW 91.02
0.618 89.75
1.000 88.96
1.618 87.69
2.618 85.63
4.250 82.27
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 92.68 92.80
PP 92.36 92.61
S1 92.05 92.42

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

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