NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 96.04 96.46 0.42 0.4% 95.71
High 96.81 97.82 1.01 1.0% 96.92
Low 95.47 96.29 0.82 0.9% 94.95
Close 96.44 97.57 1.13 1.2% 95.88
Range 1.34 1.53 0.19 14.2% 1.97
ATR 1.45 1.46 0.01 0.4% 0.00
Volume 167,186 252,931 85,745 51.3% 971,307
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.82 101.22 98.41
R3 100.29 99.69 97.99
R2 98.76 98.76 97.85
R1 98.16 98.16 97.71 98.46
PP 97.23 97.23 97.23 97.38
S1 96.63 96.63 97.43 96.93
S2 95.70 95.70 97.29
S3 94.17 95.10 97.15
S4 92.64 93.57 96.73
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 97.82 94.95 2.87 2.9% 1.51 1.5% 91% True False 231,006
10 97.82 93.55 4.27 4.4% 1.45 1.5% 94% True False 205,481
20 97.82 90.49 7.33 7.5% 1.42 1.5% 97% True False 141,370
40 97.82 86.40 11.42 11.7% 1.45 1.5% 98% True False 94,482
60 97.82 85.80 12.02 12.3% 1.62 1.7% 98% True False 74,595
80 97.82 85.80 12.02 12.3% 1.71 1.8% 98% True False 61,306
100 101.78 85.80 15.98 16.4% 1.79 1.8% 74% False False 52,380
120 101.78 85.80 15.98 16.4% 1.73 1.8% 74% False False 45,815
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 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.32
2.618 101.83
1.618 100.30
1.000 99.35
0.618 98.77
HIGH 97.82
0.618 97.24
0.500 97.06
0.382 96.87
LOW 96.29
0.618 95.34
1.000 94.76
1.618 93.81
2.618 92.28
4.250 89.79
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 97.40 97.26
PP 97.23 96.94
S1 97.06 96.63

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

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