NYMEX Light Sweet Crude Oil Future February 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 94.19 95.19 1.00 1.1% 93.74
High 96.04 95.67 -0.37 -0.4% 96.04
Low 93.80 94.91 1.11 1.2% 92.95
Close 95.49 95.56 0.07 0.1% 95.56
Range 2.24 0.76 -1.48 -66.1% 3.09
ATR 1.52 1.47 -0.05 -3.6% 0.00
Volume 178,285 118,549 -59,736 -33.5% 1,035,101
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 97.66 97.37 95.98
R3 96.90 96.61 95.77
R2 96.14 96.14 95.70
R1 95.85 95.85 95.63 96.00
PP 95.38 95.38 95.38 95.45
S1 95.09 95.09 95.49 95.24
S2 94.62 94.62 95.42
S3 93.86 94.33 95.35
S4 93.10 93.57 95.14
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.12 102.93 97.26
R3 101.03 99.84 96.41
R2 97.94 97.94 96.13
R1 96.75 96.75 95.84 97.35
PP 94.85 94.85 94.85 95.15
S1 93.66 93.66 95.28 94.26
S2 91.76 91.76 94.99
S3 88.67 90.57 94.71
S4 85.58 87.48 93.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.04 92.95 3.09 3.2% 1.36 1.4% 84% False False 207,020
10 96.04 92.42 3.62 3.8% 1.30 1.4% 87% False False 213,576
20 96.04 87.96 8.08 8.5% 1.45 1.5% 94% False False 184,624
40 96.04 85.76 10.28 10.8% 1.49 1.6% 95% False False 136,957
60 96.04 85.16 10.88 11.4% 1.67 1.7% 96% False False 106,314
80 96.04 85.16 10.88 11.4% 1.81 1.9% 96% False False 84,597
100 101.53 85.16 16.37 17.1% 1.85 1.9% 64% False False 70,719
120 101.53 85.16 16.37 17.1% 1.82 1.9% 64% False False 60,509
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 98.90
2.618 97.66
1.618 96.90
1.000 96.43
0.618 96.14
HIGH 95.67
0.618 95.38
0.500 95.29
0.382 95.20
LOW 94.91
0.618 94.44
1.000 94.15
1.618 93.68
2.618 92.92
4.250 91.68
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 95.47 95.23
PP 95.38 94.90
S1 95.29 94.57

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

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