NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 14-Jan-2013
Day Change Summary
Previous Current
11-Jan-2013 14-Jan-2013 Change Change % Previous Week
Open 94.86 94.46 -0.40 -0.4% 93.94
High 94.86 95.09 0.23 0.2% 95.56
Low 93.45 93.82 0.37 0.4% 93.28
Close 94.35 94.97 0.62 0.7% 94.35
Range 1.41 1.27 -0.14 -9.9% 2.28
ATR 1.40 1.39 -0.01 -0.7% 0.00
Volume 59,537 53,837 -5,700 -9.6% 208,361
Daily Pivots for day following 14-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.44 97.97 95.67
R3 97.17 96.70 95.32
R2 95.90 95.90 95.20
R1 95.43 95.43 95.09 95.67
PP 94.63 94.63 94.63 94.74
S1 94.16 94.16 94.85 94.40
S2 93.36 93.36 94.74
S3 92.09 92.89 94.62
S4 90.82 91.62 94.27
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.24 100.07 95.60
R3 98.96 97.79 94.98
R2 96.68 96.68 94.77
R1 95.51 95.51 94.56 96.10
PP 94.40 94.40 94.40 94.69
S1 93.23 93.23 94.14 93.82
S2 92.12 92.12 93.93
S3 89.84 90.95 93.72
S4 87.56 88.67 93.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.56 93.45 2.11 2.2% 1.25 1.3% 72% False False 42,586
10 95.56 91.01 4.55 4.8% 1.31 1.4% 87% False False 35,633
20 95.56 87.79 7.77 8.2% 1.29 1.4% 92% False False 30,042
40 95.56 86.86 8.70 9.2% 1.44 1.5% 93% False False 25,237
60 95.56 86.42 9.14 9.6% 1.59 1.7% 94% False False 21,302
80 95.56 86.42 9.14 9.6% 1.62 1.7% 94% False False 17,830
100 101.50 86.42 15.08 15.9% 1.62 1.7% 57% False False 15,872
120 101.50 86.42 15.08 15.9% 1.54 1.6% 57% False False 13,942
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.49
2.618 98.41
1.618 97.14
1.000 96.36
0.618 95.87
HIGH 95.09
0.618 94.60
0.500 94.46
0.382 94.31
LOW 93.82
0.618 93.04
1.000 92.55
1.618 91.77
2.618 90.50
4.250 88.42
Fisher Pivots for day following 14-Jan-2013
Pivot 1 day 3 day
R1 94.80 94.82
PP 94.63 94.66
S1 94.46 94.51

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

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