NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 21-Feb-2013
Day Change Summary
Previous Current
20-Feb-2013 21-Feb-2013 Change Change % Previous Week
Open 97.10 94.72 -2.38 -2.5% 96.31
High 97.49 94.92 -2.57 -2.6% 98.65
Low 94.21 92.63 -1.58 -1.7% 95.50
Close 95.22 92.84 -2.38 -2.5% 96.41
Range 3.28 2.29 -0.99 -30.2% 3.15
ATR 1.61 1.68 0.07 4.4% 0.00
Volume 338,967 286,434 -52,533 -15.5% 660,852
Daily Pivots for day following 21-Feb-2013
Classic Woodie Camarilla DeMark
R4 100.33 98.88 94.10
R3 98.04 96.59 93.47
R2 95.75 95.75 93.26
R1 94.30 94.30 93.05 93.88
PP 93.46 93.46 93.46 93.26
S1 92.01 92.01 92.63 91.59
S2 91.17 91.17 92.42
S3 88.88 89.72 92.21
S4 86.59 87.43 91.58
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 98.28 92.63 5.65 6.1% 2.04 2.2% 4% False True 226,639
10 98.65 92.63 6.02 6.5% 1.78 1.9% 3% False True 174,983
20 98.66 92.63 6.03 6.5% 1.60 1.7% 3% False True 127,418
40 98.66 89.37 9.29 10.0% 1.47 1.6% 37% False False 82,334
60 98.66 87.04 11.62 12.5% 1.44 1.6% 50% False False 62,600
80 98.66 86.42 12.24 13.2% 1.53 1.6% 52% False False 51,153
100 98.66 86.42 12.24 13.2% 1.61 1.7% 52% False False 42,434
120 101.50 86.42 15.08 16.2% 1.62 1.7% 43% False False 36,824
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.65
2.618 100.92
1.618 98.63
1.000 97.21
0.618 96.34
HIGH 94.92
0.618 94.05
0.500 93.78
0.382 93.50
LOW 92.63
0.618 91.21
1.000 90.34
1.618 88.92
2.618 86.63
4.250 82.90
Fisher Pivots for day following 21-Feb-2013
Pivot 1 day 3 day
R1 93.78 95.06
PP 93.46 94.32
S1 93.15 93.58

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

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