NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 23-Jan-2013
Day Change Summary
Previous Current
22-Jan-2013 23-Jan-2013 Change Change % Previous Week
Open 96.08 97.12 1.04 1.1% 94.46
High 97.28 97.28 0.00 0.0% 96.84
Low 95.89 95.44 -0.45 -0.5% 93.82
Close 97.07 95.75 -1.32 -1.4% 96.43
Range 1.39 1.84 0.45 32.4% 3.02
ATR 1.38 1.42 0.03 2.4% 0.00
Volume 53,765 51,974 -1,791 -3.3% 267,794
Daily Pivots for day following 23-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.68 100.55 96.76
R3 99.84 98.71 96.26
R2 98.00 98.00 96.09
R1 96.87 96.87 95.92 96.52
PP 96.16 96.16 96.16 95.98
S1 95.03 95.03 95.58 94.68
S2 94.32 94.32 95.41
S3 92.48 93.19 95.24
S4 90.64 91.35 94.74
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% 1.48 1.5% 54% True False 54,995
10 97.28 93.45 3.83 4.0% 1.38 1.4% 60% True False 50,050
20 97.28 89.37 7.91 8.3% 1.34 1.4% 81% True False 37,251
40 97.28 87.04 10.24 10.7% 1.37 1.4% 85% True False 30,191
60 97.28 86.42 10.86 11.3% 1.50 1.6% 86% True False 25,732
80 97.28 86.42 10.86 11.3% 1.61 1.7% 86% True False 21,189
100 101.50 86.42 15.08 15.7% 1.63 1.7% 62% False False 18,705
120 101.50 86.42 15.08 15.7% 1.54 1.6% 62% False False 16,459
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 105.10
2.618 102.10
1.618 100.26
1.000 99.12
0.618 98.42
HIGH 97.28
0.618 96.58
0.500 96.36
0.382 96.14
LOW 95.44
0.618 94.30
1.000 93.60
1.618 92.46
2.618 90.62
4.250 87.62
Fisher Pivots for day following 23-Jan-2013
Pivot 1 day 3 day
R1 96.36 96.36
PP 96.16 96.16
S1 95.95 95.95

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

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