NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 09-Jan-2013
Day Change Summary
Previous Current
08-Jan-2013 09-Jan-2013 Change Change % Previous Week
Open 93.32 93.15 -0.17 -0.2% 90.41
High 93.80 93.65 -0.15 -0.2% 93.87
Low 92.67 92.68 0.01 0.0% 90.00
Close 93.15 93.10 -0.05 -0.1% 93.09
Range 1.13 0.97 -0.16 -14.2% 3.87
ATR 1.55 1.51 -0.04 -2.7% 0.00
Volume 195,867 201,385 5,518 2.8% 723,949
Daily Pivots for day following 09-Jan-2013
Classic Woodie Camarilla DeMark
R4 96.05 95.55 93.63
R3 95.08 94.58 93.37
R2 94.11 94.11 93.28
R1 93.61 93.61 93.19 93.38
PP 93.14 93.14 93.14 93.03
S1 92.64 92.64 93.01 92.41
S2 92.17 92.17 92.92
S3 91.20 91.67 92.83
S4 90.23 90.70 92.57
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 103.93 102.38 95.22
R3 100.06 98.51 94.15
R2 96.19 96.19 93.80
R1 94.64 94.64 93.44 95.42
PP 92.32 92.32 92.32 92.71
S1 90.77 90.77 92.74 91.55
S2 88.45 88.45 92.38
S3 84.58 86.90 92.03
S4 80.71 83.03 90.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.80 91.52 2.28 2.4% 1.11 1.2% 69% False False 192,820
10 93.87 88.59 5.28 5.7% 1.51 1.6% 85% False False 171,323
20 93.87 85.76 8.11 8.7% 1.42 1.5% 91% False False 159,591
40 93.87 85.70 8.17 8.8% 1.58 1.7% 91% False False 107,394
60 94.42 85.16 9.26 9.9% 1.76 1.9% 86% False False 82,306
80 100.63 85.16 15.47 16.6% 1.92 2.1% 51% False False 66,558
100 101.53 85.16 16.37 17.6% 1.86 2.0% 49% False False 55,754
120 101.53 85.16 16.37 17.6% 1.83 2.0% 49% False False 47,808
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.77
2.618 96.19
1.618 95.22
1.000 94.62
0.618 94.25
HIGH 93.65
0.618 93.28
0.500 93.17
0.382 93.05
LOW 92.68
0.618 92.08
1.000 91.71
1.618 91.11
2.618 90.14
4.250 88.56
Fisher Pivots for day following 09-Jan-2013
Pivot 1 day 3 day
R1 93.17 93.11
PP 93.14 93.11
S1 93.12 93.10

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

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