NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 95.50 95.95 0.45 0.5% 95.71
High 96.68 96.56 -0.12 -0.1% 96.92
Low 95.12 95.43 0.31 0.3% 94.95
Close 95.95 95.88 -0.07 -0.1% 95.88
Range 1.56 1.13 -0.43 -27.6% 1.97
ATR 1.49 1.46 -0.03 -1.7% 0.00
Volume 232,035 184,873 -47,162 -20.3% 971,307
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 99.35 98.74 96.50
R3 98.22 97.61 96.19
R2 97.09 97.09 96.09
R1 96.48 96.48 95.98 96.22
PP 95.96 95.96 95.96 95.83
S1 95.35 95.35 95.78 95.09
S2 94.83 94.83 95.67
S3 93.70 94.22 95.57
S4 92.57 93.09 95.26
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.83 100.82 96.96
R3 99.86 98.85 96.42
R2 97.89 97.89 96.24
R1 96.88 96.88 96.06 97.39
PP 95.92 95.92 95.92 96.17
S1 94.91 94.91 95.70 95.42
S2 93.95 93.95 95.52
S3 91.98 92.94 95.34
S4 90.01 90.97 94.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.92 94.95 1.97 2.1% 1.37 1.4% 47% False False 236,287
10 96.92 93.06 3.86 4.0% 1.44 1.5% 73% False False 187,390
20 96.92 90.49 6.43 6.7% 1.41 1.5% 84% False False 124,611
40 96.92 86.40 10.52 11.0% 1.47 1.5% 90% False False 85,740
60 96.92 85.80 11.12 11.6% 1.61 1.7% 91% False False 68,201
80 96.92 85.80 11.12 11.6% 1.73 1.8% 91% False False 56,383
100 101.78 85.80 15.98 16.7% 1.79 1.9% 63% False False 48,444
120 101.78 85.80 15.98 16.7% 1.73 1.8% 63% False False 42,521
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.36
2.618 99.52
1.618 98.39
1.000 97.69
0.618 97.26
HIGH 96.56
0.618 96.13
0.500 96.00
0.382 95.86
LOW 95.43
0.618 94.73
1.000 94.30
1.618 93.60
2.618 92.47
4.250 90.63
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 96.00 95.94
PP 95.96 95.92
S1 95.92 95.90

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

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