NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 95.99 96.08 0.09 0.1% 94.46
High 96.51 97.28 0.77 0.8% 96.84
Low 95.75 95.89 0.14 0.1% 93.82
Close 96.43 97.07 0.64 0.7% 96.43
Range 0.76 1.39 0.63 82.9% 3.02
ATR 1.38 1.38 0.00 0.0% 0.00
Volume 65,775 53,765 -12,010 -18.3% 267,794
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 100.92 100.38 97.83
R3 99.53 98.99 97.45
R2 98.14 98.14 97.32
R1 97.60 97.60 97.20 97.87
PP 96.75 96.75 96.75 96.88
S1 96.21 96.21 96.94 96.48
S2 95.36 95.36 96.82
S3 93.97 94.82 96.69
S4 92.58 93.43 96.31
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 97.28 93.93 3.35 3.5% 1.36 1.4% 94% True False 53,544
10 97.28 93.45 3.83 3.9% 1.30 1.3% 95% True False 48,065
20 97.28 89.12 8.16 8.4% 1.34 1.4% 97% True False 36,017
40 97.28 87.04 10.24 10.5% 1.36 1.4% 98% True False 29,266
60 97.28 86.42 10.86 11.2% 1.49 1.5% 98% True False 25,045
80 97.28 86.42 10.86 11.2% 1.62 1.7% 98% True False 20,619
100 101.50 86.42 15.08 15.5% 1.62 1.7% 71% False False 18,238
120 101.50 86.42 15.08 15.5% 1.54 1.6% 71% False False 16,076
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.19
2.618 100.92
1.618 99.53
1.000 98.67
0.618 98.14
HIGH 97.28
0.618 96.75
0.500 96.59
0.382 96.42
LOW 95.89
0.618 95.03
1.000 94.50
1.618 93.64
2.618 92.25
4.250 89.98
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 96.91 96.70
PP 96.75 96.33
S1 96.59 95.96

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

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