NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 20-Feb-2013
Day Change Summary
Previous Current
19-Feb-2013 20-Feb-2013 Change Change % Previous Week
Open 96.39 97.10 0.71 0.7% 96.31
High 97.18 97.49 0.31 0.3% 98.65
Low 95.74 94.21 -1.53 -1.6% 95.50
Close 97.10 95.22 -1.88 -1.9% 96.41
Range 1.44 3.28 1.84 127.8% 3.15
ATR 1.48 1.61 0.13 8.7% 0.00
Volume 232,699 338,967 106,268 45.7% 660,852
Daily Pivots for day following 20-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.48 103.63 97.02
R3 102.20 100.35 96.12
R2 98.92 98.92 95.82
R1 97.07 97.07 95.52 96.36
PP 95.64 95.64 95.64 95.28
S1 93.79 93.79 94.92 93.08
S2 92.36 92.36 94.62
S3 89.08 90.51 94.32
S4 85.80 87.23 93.42
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.30 104.51 98.14
R3 103.15 101.36 97.28
R2 100.00 100.00 96.99
R1 98.21 98.21 96.70 99.11
PP 96.85 96.85 96.85 97.30
S1 95.06 95.06 96.12 95.96
S2 93.70 93.70 95.83
S3 90.55 91.91 95.54
S4 87.40 88.76 94.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.65 94.21 4.44 4.7% 1.88 2.0% 23% False True 197,527
10 98.65 94.21 4.44 4.7% 1.75 1.8% 23% False True 154,108
20 98.66 94.21 4.45 4.7% 1.57 1.7% 23% False True 115,695
40 98.66 89.12 9.54 10.0% 1.46 1.5% 64% False False 75,856
60 98.66 87.04 11.62 12.2% 1.43 1.5% 70% False False 58,075
80 98.66 86.42 12.24 12.9% 1.51 1.6% 72% False False 47,708
100 98.66 86.42 12.24 12.9% 1.61 1.7% 72% False False 39,635
120 101.50 86.42 15.08 15.8% 1.61 1.7% 58% False False 34,481
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 0.46
Widest range in 70 trading days
Fibonacci Retracements and Extensions
4.250 111.43
2.618 106.08
1.618 102.80
1.000 100.77
0.618 99.52
HIGH 97.49
0.618 96.24
0.500 95.85
0.382 95.46
LOW 94.21
0.618 92.18
1.000 90.93
1.618 88.90
2.618 85.62
4.250 80.27
Fisher Pivots for day following 20-Feb-2013
Pivot 1 day 3 day
R1 95.85 96.14
PP 95.64 95.83
S1 95.43 95.53

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

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