NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 11-Feb-2013
Day Change Summary
Previous Current
08-Feb-2013 11-Feb-2013 Change Change % Previous Week
Open 96.44 96.31 -0.13 -0.1% 98.21
High 97.07 97.63 0.56 0.6% 98.21
Low 95.80 95.50 -0.30 -0.3% 95.50
Close 96.27 97.58 1.31 1.4% 96.27
Range 1.27 2.13 0.86 67.7% 2.71
ATR 1.43 1.48 0.05 3.5% 0.00
Volume 127,592 111,201 -16,391 -12.8% 451,532
Daily Pivots for day following 11-Feb-2013
Classic Woodie Camarilla DeMark
R4 103.29 102.57 98.75
R3 101.16 100.44 98.17
R2 99.03 99.03 97.97
R1 98.31 98.31 97.78 98.67
PP 96.90 96.90 96.90 97.09
S1 96.18 96.18 97.38 96.54
S2 94.77 94.77 97.19
S3 92.64 94.05 96.99
S4 90.51 91.92 96.41
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 104.79 103.24 97.76
R3 102.08 100.53 97.02
R2 99.37 99.37 96.77
R1 97.82 97.82 96.52 97.24
PP 96.66 96.66 96.66 96.37
S1 95.11 95.11 96.02 94.53
S2 93.95 93.95 95.77
S3 91.24 92.40 95.52
S4 88.53 89.69 94.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.68 95.50 2.18 2.2% 1.63 1.7% 95% False True 94,006
10 98.66 95.50 3.16 3.2% 1.51 1.6% 66% False True 81,797
20 98.66 93.82 4.84 5.0% 1.45 1.5% 78% False False 75,707
40 98.66 87.47 11.19 11.5% 1.37 1.4% 90% False False 52,534
60 98.66 86.86 11.80 12.1% 1.45 1.5% 91% False False 41,688
80 98.66 86.42 12.24 12.5% 1.55 1.6% 91% False False 34,320
100 98.66 86.42 12.24 12.5% 1.62 1.7% 91% False False 28,897
120 101.50 86.42 15.08 15.5% 1.59 1.6% 74% False False 25,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 106.68
2.618 103.21
1.618 101.08
1.000 99.76
0.618 98.95
HIGH 97.63
0.618 96.82
0.500 96.57
0.382 96.31
LOW 95.50
0.618 94.18
1.000 93.37
1.618 92.05
2.618 89.92
4.250 86.45
Fisher Pivots for day following 11-Feb-2013
Pivot 1 day 3 day
R1 97.24 97.25
PP 96.90 96.92
S1 96.57 96.59

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

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