NYMEX Light Sweet Crude Oil Future March 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 97.17 97.34 0.17 0.2% 95.79
High 97.71 97.47 -0.24 -0.2% 98.11
Low 96.77 95.21 -1.56 -1.6% 94.97
Close 97.31 95.86 -1.45 -1.5% 95.86
Range 0.94 2.26 1.32 140.4% 3.14
ATR 1.45 1.51 0.06 4.0% 0.00
Volume 174,599 223,592 48,993 28.1% 1,168,380
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.96 101.67 97.10
R3 100.70 99.41 96.48
R2 98.44 98.44 96.27
R1 97.15 97.15 96.07 96.67
PP 96.18 96.18 96.18 95.94
S1 94.89 94.89 95.65 94.41
S2 93.92 93.92 95.45
S3 91.66 92.63 95.24
S4 89.40 90.37 94.62
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.73 103.94 97.59
R3 102.59 100.80 96.72
R2 99.45 99.45 96.44
R1 97.66 97.66 96.15 98.56
PP 96.31 96.31 96.31 96.76
S1 94.52 94.52 95.57 95.42
S2 93.17 93.17 95.28
S3 90.03 91.38 95.00
S4 86.89 88.24 94.13
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.11 94.97 3.14 3.3% 1.58 1.7% 28% False False 233,676
10 98.11 94.97 3.14 3.3% 1.59 1.7% 28% False False 234,171
20 98.24 94.95 3.29 3.4% 1.47 1.5% 28% False False 232,772
40 98.24 88.53 9.71 10.1% 1.48 1.5% 75% False False 154,261
60 98.24 86.40 11.84 12.4% 1.50 1.6% 80% False False 117,545
80 98.24 85.80 12.44 13.0% 1.61 1.7% 81% False False 96,130
100 98.24 85.80 12.44 13.0% 1.71 1.8% 81% False False 80,499
120 101.78 85.80 15.98 16.7% 1.75 1.8% 63% False False 69,846
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 0.38
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 107.08
2.618 103.39
1.618 101.13
1.000 99.73
0.618 98.87
HIGH 97.47
0.618 96.61
0.500 96.34
0.382 96.07
LOW 95.21
0.618 93.81
1.000 92.95
1.618 91.55
2.618 89.29
4.250 85.61
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 96.34 96.66
PP 96.18 96.39
S1 96.02 96.13

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

View Archives - Comment on this page... - Back to Index of Symbols