NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 24-Jan-2013
Day Change Summary
Previous Current
23-Jan-2013 24-Jan-2013 Change Change % Previous Week
Open 97.12 95.89 -1.23 -1.3% 94.46
High 97.28 97.16 -0.12 -0.1% 96.84
Low 95.44 95.60 0.16 0.2% 93.82
Close 95.75 96.45 0.70 0.7% 96.43
Range 1.84 1.56 -0.28 -15.2% 3.02
ATR 1.42 1.43 0.01 0.7% 0.00
Volume 51,974 189,402 137,428 264.4% 267,794
Daily Pivots for day following 24-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.08 100.33 97.31
R3 99.52 98.77 96.88
R2 97.96 97.96 96.74
R1 97.21 97.21 96.59 97.59
PP 96.40 96.40 96.40 96.59
S1 95.65 95.65 96.31 96.03
S2 94.84 94.84 96.16
S3 93.28 94.09 96.02
S4 91.72 92.53 95.59
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 94.63 2.65 2.7% 1.55 1.6% 69% False False 83,145
10 97.28 93.45 3.83 4.0% 1.45 1.5% 78% False False 65,635
20 97.28 90.22 7.06 7.3% 1.38 1.4% 88% False False 45,563
40 97.28 87.04 10.24 10.6% 1.38 1.4% 92% False False 34,783
60 97.28 86.42 10.86 11.3% 1.51 1.6% 92% False False 28,758
80 97.28 86.42 10.86 11.3% 1.62 1.7% 92% False False 23,502
100 101.50 86.42 15.08 15.6% 1.64 1.7% 67% False False 20,530
120 101.50 86.42 15.08 15.6% 1.54 1.6% 67% False False 18,010
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.79
2.618 101.24
1.618 99.68
1.000 98.72
0.618 98.12
HIGH 97.16
0.618 96.56
0.500 96.38
0.382 96.20
LOW 95.60
0.618 94.64
1.000 94.04
1.618 93.08
2.618 91.52
4.250 88.97
Fisher Pivots for day following 24-Jan-2013
Pivot 1 day 3 day
R1 96.43 96.42
PP 96.40 96.39
S1 96.38 96.36

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

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