NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 25-Jan-2013
Day Change Summary
Previous Current
24-Jan-2013 25-Jan-2013 Change Change % Previous Week
Open 95.89 96.39 0.50 0.5% 96.08
High 97.16 97.07 -0.09 -0.1% 97.28
Low 95.60 95.94 0.34 0.4% 95.44
Close 96.45 96.33 -0.12 -0.1% 96.33
Range 1.56 1.13 -0.43 -27.6% 1.84
ATR 1.43 1.40 -0.02 -1.5% 0.00
Volume 189,402 79,684 -109,718 -57.9% 374,825
Daily Pivots for day following 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 99.84 99.21 96.95
R3 98.71 98.08 96.64
R2 97.58 97.58 96.54
R1 96.95 96.95 96.43 96.70
PP 96.45 96.45 96.45 96.32
S1 95.82 95.82 96.23 95.57
S2 95.32 95.32 96.12
S3 94.19 94.69 96.02
S4 93.06 93.56 95.71
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.87 100.94 97.34
R3 100.03 99.10 96.84
R2 98.19 98.19 96.67
R1 97.26 97.26 96.50 97.73
PP 96.35 96.35 96.35 96.58
S1 95.42 95.42 96.16 95.89
S2 94.51 94.51 95.99
S3 92.67 93.58 95.82
S4 90.83 91.74 95.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.28 95.44 1.84 1.9% 1.34 1.4% 48% False False 88,120
10 97.28 93.45 3.83 4.0% 1.40 1.5% 75% False False 70,215
20 97.28 91.01 6.27 6.5% 1.34 1.4% 85% False False 49,341
40 97.28 87.04 10.24 10.6% 1.38 1.4% 91% False False 36,439
60 97.28 86.42 10.86 11.3% 1.50 1.6% 91% False False 29,846
80 97.28 86.42 10.86 11.3% 1.61 1.7% 91% False False 24,456
100 101.50 86.42 15.08 15.7% 1.63 1.7% 66% False False 21,278
120 101.50 86.42 15.08 15.7% 1.53 1.6% 66% False False 18,627
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 101.87
2.618 100.03
1.618 98.90
1.000 98.20
0.618 97.77
HIGH 97.07
0.618 96.64
0.500 96.51
0.382 96.37
LOW 95.94
0.618 95.24
1.000 94.81
1.618 94.11
2.618 92.98
4.250 91.14
Fisher Pivots for day following 25-Jan-2013
Pivot 1 day 3 day
R1 96.51 96.36
PP 96.45 96.35
S1 96.39 96.34

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

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