NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 96.13 96.64 0.51 0.5% 96.04
High 97.07 96.99 -0.08 -0.1% 98.24
Low 95.91 95.04 -0.87 -0.9% 95.47
Close 96.64 96.62 -0.02 0.0% 97.77
Range 1.16 1.95 0.79 68.1% 2.77
ATR 1.43 1.47 0.04 2.6% 0.00
Volume 188,841 282,803 93,962 49.8% 1,132,299
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.07 101.29 97.69
R3 100.12 99.34 97.16
R2 98.17 98.17 96.98
R1 97.39 97.39 96.80 96.81
PP 96.22 96.22 96.22 95.92
S1 95.44 95.44 96.44 94.86
S2 94.27 94.27 96.26
S3 92.32 93.49 96.08
S4 90.37 91.54 95.55
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.47 104.39 99.29
R3 102.70 101.62 98.53
R2 99.93 99.93 98.28
R1 98.85 98.85 98.02 99.39
PP 97.16 97.16 97.16 97.43
S1 96.08 96.08 97.52 96.62
S2 94.39 94.39 97.26
S3 91.62 93.31 97.01
S4 88.85 90.54 96.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.15 95.04 3.11 3.2% 1.56 1.6% 51% False True 233,904
10 98.24 95.04 3.20 3.3% 1.43 1.5% 49% False True 221,782
20 98.24 93.06 5.18 5.4% 1.43 1.5% 69% False False 193,481
40 98.24 86.40 11.84 12.3% 1.42 1.5% 86% False False 123,174
60 98.24 85.90 12.34 12.8% 1.53 1.6% 87% False False 94,125
80 98.24 85.80 12.44 12.9% 1.63 1.7% 87% False False 76,762
100 101.78 85.80 15.98 16.5% 1.77 1.8% 68% False False 65,209
120 101.78 85.80 15.98 16.5% 1.73 1.8% 68% False False 56,734
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 105.28
2.618 102.10
1.618 100.15
1.000 98.94
0.618 98.20
HIGH 96.99
0.618 96.25
0.500 96.02
0.382 95.78
LOW 95.04
0.618 93.83
1.000 93.09
1.618 91.88
2.618 89.93
4.250 86.75
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 96.42 96.55
PP 96.22 96.47
S1 96.02 96.40

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

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