NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 16-Jan-2013
Day Change Summary
Previous Current
15-Jan-2013 16-Jan-2013 Change Change % Previous Week
Open 94.93 94.19 -0.74 -0.8% 93.94
High 95.24 95.15 -0.09 -0.1% 95.56
Low 94.03 93.93 -0.10 -0.1% 93.28
Close 94.09 95.05 0.96 1.0% 94.35
Range 1.21 1.22 0.01 0.8% 2.28
ATR 1.38 1.37 -0.01 -0.8% 0.00
Volume 44,719 48,652 3,933 8.8% 208,361
Daily Pivots for day following 16-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.37 97.93 95.72
R3 97.15 96.71 95.39
R2 95.93 95.93 95.27
R1 95.49 95.49 95.16 95.71
PP 94.71 94.71 94.71 94.82
S1 94.27 94.27 94.94 94.49
S2 93.49 93.49 94.83
S3 92.27 93.05 94.71
S4 91.05 91.83 94.38
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% 1.35 1.4% 76% False False 48,124
10 95.56 92.41 3.15 3.3% 1.18 1.2% 84% False False 42,058
20 95.56 88.73 6.83 7.2% 1.33 1.4% 93% False False 30,991
40 95.56 87.04 8.52 9.0% 1.41 1.5% 94% False False 26,620
60 95.56 86.42 9.14 9.6% 1.55 1.6% 94% False False 22,502
80 95.56 86.42 9.14 9.6% 1.61 1.7% 94% False False 18,789
100 101.50 86.42 15.08 15.9% 1.62 1.7% 57% False False 16,680
120 101.50 86.42 15.08 15.9% 1.53 1.6% 57% False False 14,677
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.34
2.618 98.34
1.618 97.12
1.000 96.37
0.618 95.90
HIGH 95.15
0.618 94.68
0.500 94.54
0.382 94.40
LOW 93.93
0.618 93.18
1.000 92.71
1.618 91.96
2.618 90.74
4.250 88.75
Fisher Pivots for day following 16-Jan-2013
Pivot 1 day 3 day
R1 94.88 94.88
PP 94.71 94.70
S1 94.54 94.53

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

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