NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 10-Jan-2013
Day Change Summary
Previous Current
09-Jan-2013 10-Jan-2013 Change Change % Previous Week
Open 93.96 94.03 0.07 0.1% 91.53
High 94.48 95.56 1.08 1.1% 94.71
Low 93.63 93.94 0.31 0.3% 91.01
Close 93.99 94.65 0.66 0.7% 93.91
Range 0.85 1.62 0.77 90.6% 3.70
ATR 1.39 1.40 0.02 1.2% 0.00
Volume 33,557 33,879 322 1.0% 94,139
Daily Pivots for day following 10-Jan-2013
Classic Woodie Camarilla DeMark
R4 99.58 98.73 95.54
R3 97.96 97.11 95.10
R2 96.34 96.34 94.95
R1 95.49 95.49 94.80 95.92
PP 94.72 94.72 94.72 94.93
S1 93.87 93.87 94.50 94.30
S2 93.10 93.10 94.35
S3 91.48 92.25 94.20
S4 89.86 90.63 93.76
Weekly Pivots for week ending 04-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.31 102.81 95.95
R3 100.61 99.11 94.93
R2 96.91 96.91 94.59
R1 95.41 95.41 94.25 96.16
PP 93.21 93.21 93.21 93.59
S1 91.71 91.71 93.57 92.46
S2 89.51 89.51 93.23
S3 85.81 88.01 92.89
S4 82.11 84.31 91.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.56 92.41 3.15 3.3% 1.19 1.3% 71% True False 35,363
10 95.56 91.01 4.55 4.8% 1.28 1.4% 80% True False 28,467
20 95.56 87.47 8.09 8.5% 1.30 1.4% 89% True False 27,612
40 95.56 86.86 8.70 9.2% 1.45 1.5% 90% True False 23,525
60 95.56 86.42 9.14 9.7% 1.57 1.7% 90% True False 19,653
80 98.50 86.42 12.08 12.8% 1.66 1.8% 68% False False 16,545
100 101.50 86.42 15.08 15.9% 1.61 1.7% 55% False False 14,812
120 101.50 86.42 15.08 15.9% 1.52 1.6% 55% False False 13,067
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.45
2.618 99.80
1.618 98.18
1.000 97.18
0.618 96.56
HIGH 95.56
0.618 94.94
0.500 94.75
0.382 94.56
LOW 93.94
0.618 92.94
1.000 92.32
1.618 91.32
2.618 89.70
4.250 87.06
Fisher Pivots for day following 10-Jan-2013
Pivot 1 day 3 day
R1 94.75 94.62
PP 94.72 94.59
S1 94.68 94.57

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

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