NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 28-Jan-2013
Day Change Summary
Previous Current
25-Jan-2013 28-Jan-2013 Change Change % Previous Week
Open 95.95 96.04 0.09 0.1% 95.71
High 96.56 96.81 0.25 0.3% 96.92
Low 95.43 95.47 0.04 0.0% 94.95
Close 95.88 96.44 0.56 0.6% 95.88
Range 1.13 1.34 0.21 18.6% 1.97
ATR 1.46 1.45 -0.01 -0.6% 0.00
Volume 184,873 167,186 -17,687 -9.6% 971,307
Daily Pivots for day following 28-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.26 99.69 97.18
R3 98.92 98.35 96.81
R2 97.58 97.58 96.69
R1 97.01 97.01 96.56 97.30
PP 96.24 96.24 96.24 96.38
S1 95.67 95.67 96.32 95.96
S2 94.90 94.90 96.19
S3 93.56 94.33 96.07
S4 92.22 92.99 95.70
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 2.0% 1.48 1.5% 76% False False 227,698
10 96.92 93.40 3.52 3.6% 1.43 1.5% 86% False False 191,200
20 96.92 90.49 6.43 6.7% 1.40 1.5% 93% False False 130,934
40 96.92 86.40 10.52 10.9% 1.46 1.5% 95% False False 89,244
60 96.92 85.80 11.12 11.5% 1.61 1.7% 96% False False 70,603
80 96.92 85.80 11.12 11.5% 1.73 1.8% 96% False False 58,310
100 101.78 85.80 15.98 16.6% 1.79 1.9% 67% False False 49,967
120 101.78 85.80 15.98 16.6% 1.73 1.8% 67% False False 43,810
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.51
2.618 100.32
1.618 98.98
1.000 98.15
0.618 97.64
HIGH 96.81
0.618 96.30
0.500 96.14
0.382 95.98
LOW 95.47
0.618 94.64
1.000 94.13
1.618 93.30
2.618 91.96
4.250 89.78
Fisher Pivots for day following 28-Jan-2013
Pivot 1 day 3 day
R1 96.34 96.28
PP 96.24 96.12
S1 96.14 95.97

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

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