NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 94.96 95.99 1.03 1.1% 94.46
High 96.84 96.51 -0.33 -0.3% 96.84
Low 94.63 95.75 1.12 1.2% 93.82
Close 96.31 96.43 0.12 0.1% 96.43
Range 2.21 0.76 -1.45 -65.6% 3.02
ATR 1.43 1.38 -0.05 -3.3% 0.00
Volume 54,811 65,775 10,964 20.0% 267,794
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 98.51 98.23 96.85
R3 97.75 97.47 96.64
R2 96.99 96.99 96.57
R1 96.71 96.71 96.50 96.85
PP 96.23 96.23 96.23 96.30
S1 95.95 95.95 96.36 96.09
S2 95.47 95.47 96.29
S3 94.71 95.19 96.22
S4 93.95 94.43 96.01
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.76 103.61 98.09
R3 101.74 100.59 97.26
R2 98.72 98.72 96.98
R1 97.57 97.57 96.71 98.15
PP 95.70 95.70 95.70 95.98
S1 94.55 94.55 96.15 95.13
S2 92.68 92.68 95.88
S3 89.66 91.53 95.60
S4 86.64 88.51 94.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.84 93.82 3.02 3.1% 1.33 1.4% 86% False False 53,558
10 96.84 93.28 3.56 3.7% 1.25 1.3% 88% False False 47,615
20 96.84 89.12 7.72 8.0% 1.33 1.4% 95% False False 34,879
40 96.84 87.04 9.80 10.2% 1.35 1.4% 96% False False 28,494
60 96.84 86.42 10.42 10.8% 1.51 1.6% 96% False False 24,245
80 96.84 86.42 10.42 10.8% 1.62 1.7% 96% False False 20,041
100 101.50 86.42 15.08 15.6% 1.61 1.7% 66% False False 17,735
120 101.50 86.42 15.08 15.6% 1.55 1.6% 66% False False 15,642
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 99.74
2.618 98.50
1.618 97.74
1.000 97.27
0.618 96.98
HIGH 96.51
0.618 96.22
0.500 96.13
0.382 96.04
LOW 95.75
0.618 95.28
1.000 94.99
1.618 94.52
2.618 93.76
4.250 92.52
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 96.33 96.08
PP 96.23 95.73
S1 96.13 95.39

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

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