NYMEX Light Sweet Crude Oil Future March 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 94.63 95.65 1.02 1.1% 94.23
High 96.50 96.13 -0.37 -0.4% 96.50
Low 94.26 95.36 1.10 1.2% 93.40
Close 95.94 96.04 0.10 0.1% 96.04
Range 2.24 0.77 -1.47 -65.6% 3.10
ATR 1.50 1.44 -0.05 -3.5% 0.00
Volume 164,884 210,132 45,248 27.4% 773,508
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.15 97.87 96.46
R3 97.38 97.10 96.25
R2 96.61 96.61 96.18
R1 96.33 96.33 96.11 96.47
PP 95.84 95.84 95.84 95.92
S1 95.56 95.56 95.97 95.70
S2 95.07 95.07 95.90
S3 94.30 94.79 95.83
S4 93.53 94.02 95.62
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.61 103.43 97.75
R3 101.51 100.33 96.89
R2 98.41 98.41 96.61
R1 97.23 97.23 96.32 97.82
PP 95.31 95.31 95.31 95.61
S1 94.13 94.13 95.76 94.72
S2 92.21 92.21 95.47
S3 89.11 91.03 95.19
S4 86.01 87.93 94.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.50 93.40 3.10 3.2% 1.37 1.4% 85% False False 154,701
10 96.50 92.86 3.64 3.8% 1.29 1.3% 87% False False 123,190
20 96.50 88.53 7.97 8.3% 1.43 1.5% 94% False False 84,163
40 96.50 86.40 10.10 10.5% 1.46 1.5% 95% False False 64,305
60 96.50 85.80 10.70 11.1% 1.62 1.7% 96% False False 53,699
80 96.50 85.80 10.70 11.1% 1.74 1.8% 96% False False 44,871
100 101.78 85.80 15.98 16.6% 1.78 1.9% 64% False False 39,238
120 101.78 85.80 15.98 16.6% 1.75 1.8% 64% False False 34,750
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 0.30
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 99.40
2.618 98.15
1.618 97.38
1.000 96.90
0.618 96.61
HIGH 96.13
0.618 95.84
0.500 95.75
0.382 95.65
LOW 95.36
0.618 94.88
1.000 94.59
1.618 94.11
2.618 93.34
4.250 92.09
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 95.94 95.70
PP 95.84 95.36
S1 95.75 95.03

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

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