NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 93.87 93.74 -0.13 -0.1% 93.21
High 94.13 94.29 0.16 0.2% 94.70
Low 92.65 92.95 0.30 0.3% 92.42
Close 93.56 94.14 0.58 0.6% 93.56
Range 1.48 1.34 -0.14 -9.5% 2.28
ATR 1.51 1.50 -0.01 -0.8% 0.00
Volume 257,821 248,600 -9,221 -3.6% 1,100,660
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.81 97.32 94.88
R3 96.47 95.98 94.51
R2 95.13 95.13 94.39
R1 94.64 94.64 94.26 94.89
PP 93.79 93.79 93.79 93.92
S1 93.30 93.30 94.02 93.55
S2 92.45 92.45 93.89
S3 91.11 91.96 93.77
S4 89.77 90.62 93.40
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.40 99.26 94.81
R3 98.12 96.98 94.19
R2 95.84 95.84 93.98
R1 94.70 94.70 93.77 95.27
PP 93.56 93.56 93.56 93.85
S1 92.42 92.42 93.35 92.99
S2 91.28 91.28 93.14
S3 89.00 90.14 92.93
S4 86.72 87.86 92.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.70 92.65 2.05 2.2% 1.31 1.4% 73% False False 236,593
10 94.70 90.00 4.70 5.0% 1.43 1.5% 88% False False 207,320
20 94.70 86.61 8.09 8.6% 1.43 1.5% 93% False False 181,476
40 94.70 85.70 9.00 9.6% 1.59 1.7% 94% False False 122,909
60 94.70 85.16 9.54 10.1% 1.76 1.9% 94% False False 94,471
80 94.87 85.16 9.71 10.3% 1.84 1.9% 92% False False 75,603
100 101.53 85.16 16.37 17.4% 1.87 2.0% 55% False False 63,350
120 101.53 85.16 16.37 17.4% 1.82 1.9% 55% False False 54,182
Crabel Price Patterns
NR True
NR4 False
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 0.34
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 99.99
2.618 97.80
1.618 96.46
1.000 95.63
0.618 95.12
HIGH 94.29
0.618 93.78
0.500 93.62
0.382 93.46
LOW 92.95
0.618 92.12
1.000 91.61
1.618 90.78
2.618 89.44
4.250 87.26
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 93.97 93.99
PP 93.79 93.83
S1 93.62 93.68

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

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