NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 12-Feb-2013
Day Change Summary
Previous Current
11-Feb-2013 12-Feb-2013 Change Change % Previous Week
Open 95.79 96.96 1.17 1.2% 97.72
High 97.09 97.79 0.70 0.7% 97.76
Low 94.97 96.68 1.71 1.8% 95.04
Close 97.03 97.51 0.48 0.5% 95.72
Range 2.12 1.11 -1.01 -47.6% 2.72
ATR 1.52 1.49 -0.03 -1.9% 0.00
Volume 283,956 239,796 -44,160 -15.6% 1,173,335
Daily Pivots for day following 12-Feb-2013
Classic Woodie Camarilla DeMark
R4 100.66 100.19 98.12
R3 99.55 99.08 97.82
R2 98.44 98.44 97.71
R1 97.97 97.97 97.61 98.21
PP 97.33 97.33 97.33 97.44
S1 96.86 96.86 97.41 97.10
S2 96.22 96.22 97.31
S3 95.11 95.75 97.20
S4 94.00 94.64 96.90
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 97.79 94.97 2.82 2.9% 1.63 1.7% 90% True False 262,254
10 98.24 94.97 3.27 3.4% 1.49 1.5% 78% False False 240,926
20 98.24 93.55 4.69 4.8% 1.47 1.5% 84% False False 223,204
40 98.24 87.20 11.04 11.3% 1.43 1.5% 93% False False 142,634
60 98.24 86.27 11.97 12.3% 1.52 1.6% 94% False False 108,701
80 98.24 85.80 12.44 12.8% 1.64 1.7% 94% False False 88,709
100 98.24 85.80 12.44 12.8% 1.70 1.7% 94% False False 74,688
120 101.78 85.80 15.98 16.4% 1.75 1.8% 73% False False 64,898
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.35
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 102.51
2.618 100.70
1.618 99.59
1.000 98.90
0.618 98.48
HIGH 97.79
0.618 97.37
0.500 97.24
0.382 97.10
LOW 96.68
0.618 95.99
1.000 95.57
1.618 94.88
2.618 93.77
4.250 91.96
Fisher Pivots for day following 12-Feb-2013
Pivot 1 day 3 day
R1 97.42 97.13
PP 97.33 96.76
S1 97.24 96.38

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

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