NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 03-Jan-2013
Day Change Summary
Previous Current
02-Jan-2013 03-Jan-2013 Change Change % Previous Week
Open 92.19 93.29 1.10 1.2% 89.23
High 94.31 93.71 -0.60 -0.6% 91.97
Low 92.03 92.93 0.90 1.0% 88.78
Close 93.55 93.34 -0.21 -0.2% 91.30
Range 2.28 0.78 -1.50 -65.8% 3.19
ATR 1.65 1.59 -0.06 -3.8% 0.00
Volume 36,584 62,497 25,913 70.8% 139,749
Daily Pivots for day following 03-Jan-2013
Classic Woodie Camarilla DeMark
R4 95.67 95.28 93.77
R3 94.89 94.50 93.55
R2 94.11 94.11 93.48
R1 93.72 93.72 93.41 93.92
PP 93.33 93.33 93.33 93.42
S1 92.94 92.94 93.27 93.14
S2 92.55 92.55 93.20
S3 91.77 92.16 93.13
S4 90.99 91.38 92.91
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 100.25 98.97 93.05
R3 97.06 95.78 92.18
R2 93.87 93.87 91.88
R1 92.59 92.59 91.59 93.23
PP 90.68 90.68 90.68 91.01
S1 89.40 89.40 91.01 90.04
S2 87.49 87.49 90.72
S3 84.30 86.21 90.42
S4 81.11 83.02 89.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.31 90.49 3.82 4.1% 1.50 1.6% 75% False False 43,240
10 94.31 88.53 5.78 6.2% 1.61 1.7% 83% False False 42,042
20 94.31 86.40 7.91 8.5% 1.48 1.6% 88% False False 47,782
40 94.31 85.80 8.51 9.1% 1.72 1.8% 89% False False 41,993
60 95.21 85.80 9.41 10.1% 1.76 1.9% 80% False False 35,557
80 101.78 85.80 15.98 17.1% 1.86 2.0% 47% False False 31,204
100 101.78 85.80 15.98 17.1% 1.80 1.9% 47% False False 27,653
120 101.78 85.80 15.98 17.1% 1.77 1.9% 47% False False 24,447
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.25
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 97.03
2.618 95.75
1.618 94.97
1.000 94.49
0.618 94.19
HIGH 93.71
0.618 93.41
0.500 93.32
0.382 93.23
LOW 92.93
0.618 92.45
1.000 92.15
1.618 91.67
2.618 90.89
4.250 89.62
Fisher Pivots for day following 03-Jan-2013
Pivot 1 day 3 day
R1 93.33 93.03
PP 93.33 92.71
S1 93.32 92.40

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

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