NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 04-Mar-2013
Day Change Summary
Previous Current
01-Mar-2013 04-Mar-2013 Change Change % Previous Week
Open 91.76 90.71 -1.05 -1.1% 93.23
High 91.97 90.91 -1.06 -1.2% 94.46
Low 90.04 89.33 -0.71 -0.8% 90.04
Close 90.68 90.12 -0.56 -0.6% 90.68
Range 1.93 1.58 -0.35 -18.1% 4.42
ATR 1.66 1.66 -0.01 -0.4% 0.00
Volume 248,466 231,108 -17,358 -7.0% 1,116,452
Daily Pivots for day following 04-Mar-2013
Classic Woodie Camarilla DeMark
R4 94.86 94.07 90.99
R3 93.28 92.49 90.55
R2 91.70 91.70 90.41
R1 90.91 90.91 90.26 90.52
PP 90.12 90.12 90.12 89.92
S1 89.33 89.33 89.98 88.94
S2 88.54 88.54 89.83
S3 86.96 87.75 89.69
S4 85.38 86.17 89.25
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 104.99 102.25 93.11
R3 100.57 97.83 91.90
R2 96.15 96.15 91.49
R1 93.41 93.41 91.09 92.57
PP 91.73 91.73 91.73 91.31
S1 88.99 88.99 90.27 88.15
S2 87.31 87.31 89.87
S3 82.89 84.57 89.46
S4 78.47 80.15 88.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.44 89.33 4.11 4.6% 1.57 1.7% 19% False True 226,008
10 97.49 89.33 8.16 9.1% 1.83 2.0% 10% False True 240,991
20 98.65 89.33 9.32 10.3% 1.70 1.9% 8% False True 176,115
40 98.66 89.33 9.33 10.4% 1.51 1.7% 8% False True 117,751
60 98.66 87.04 11.62 12.9% 1.47 1.6% 27% False False 86,425
80 98.66 86.42 12.24 13.6% 1.55 1.7% 30% False False 69,543
100 98.66 86.42 12.24 13.6% 1.58 1.8% 30% False False 57,556
120 101.50 86.42 15.08 16.7% 1.63 1.8% 25% False False 49,342
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 0.42
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.63
2.618 95.05
1.618 93.47
1.000 92.49
0.618 91.89
HIGH 90.91
0.618 90.31
0.500 90.12
0.382 89.93
LOW 89.33
0.618 88.35
1.000 87.75
1.618 86.77
2.618 85.19
4.250 82.62
Fisher Pivots for day following 04-Mar-2013
Pivot 1 day 3 day
R1 90.12 91.26
PP 90.12 90.88
S1 90.12 90.50

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

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