NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 08-Feb-2013
Day Change Summary
Previous Current
07-Feb-2013 08-Feb-2013 Change Change % Previous Week
Open 96.86 95.92 -0.94 -1.0% 97.72
High 97.21 96.57 -0.64 -0.7% 97.76
Low 95.54 95.27 -0.27 -0.3% 95.04
Close 95.83 95.72 -0.11 -0.1% 95.72
Range 1.67 1.30 -0.37 -22.2% 2.72
ATR 1.48 1.47 -0.01 -0.9% 0.00
Volume 275,474 229,242 -46,232 -16.8% 1,173,335
Daily Pivots for day following 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 99.75 99.04 96.44
R3 98.45 97.74 96.08
R2 97.15 97.15 95.96
R1 96.44 96.44 95.84 96.15
PP 95.85 95.85 95.85 95.71
S1 95.14 95.14 95.60 94.85
S2 94.55 94.55 95.48
S3 93.25 93.84 95.36
S4 91.95 92.54 95.01
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 104.33 102.75 97.22
R3 101.61 100.03 96.47
R2 98.89 98.89 96.22
R1 97.31 97.31 95.97 96.74
PP 96.17 96.17 96.17 95.89
S1 94.59 94.59 95.47 94.02
S2 93.45 93.45 95.22
S3 90.73 91.87 94.97
S4 88.01 89.15 94.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.76 95.04 2.72 2.8% 1.59 1.7% 25% False False 234,667
10 98.24 95.04 3.20 3.3% 1.46 1.5% 21% False False 230,563
20 98.24 93.06 5.18 5.4% 1.45 1.5% 51% False False 208,977
40 98.24 86.83 11.41 11.9% 1.43 1.5% 78% False False 133,122
60 98.24 86.27 11.97 12.5% 1.52 1.6% 79% False False 101,411
80 98.24 85.80 12.44 13.0% 1.63 1.7% 80% False False 82,588
100 98.34 85.80 12.54 13.1% 1.74 1.8% 79% False False 69,663
120 101.78 85.80 15.98 16.7% 1.74 1.8% 62% False False 60,708
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.10
2.618 99.97
1.618 98.67
1.000 97.87
0.618 97.37
HIGH 96.57
0.618 96.07
0.500 95.92
0.382 95.77
LOW 95.27
0.618 94.47
1.000 93.97
1.618 93.17
2.618 91.87
4.250 89.75
Fisher Pivots for day following 08-Feb-2013
Pivot 1 day 3 day
R1 95.92 96.13
PP 95.85 95.99
S1 95.79 95.86

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

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