NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 05-Mar-2013
Day Change Summary
Previous Current
04-Mar-2013 05-Mar-2013 Change Change % Previous Week
Open 90.71 90.23 -0.48 -0.5% 93.23
High 90.91 90.99 0.08 0.1% 94.46
Low 89.33 90.02 0.69 0.8% 90.04
Close 90.12 90.82 0.70 0.8% 90.68
Range 1.58 0.97 -0.61 -38.6% 4.42
ATR 1.66 1.61 -0.05 -3.0% 0.00
Volume 231,108 209,874 -21,234 -9.2% 1,116,452
Daily Pivots for day following 05-Mar-2013
Classic Woodie Camarilla DeMark
R4 93.52 93.14 91.35
R3 92.55 92.17 91.09
R2 91.58 91.58 91.00
R1 91.20 91.20 90.91 91.39
PP 90.61 90.61 90.61 90.71
S1 90.23 90.23 90.73 90.42
S2 89.64 89.64 90.64
S3 88.67 89.26 90.55
S4 87.70 88.29 90.29
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 93.37 89.33 4.04 4.4% 1.46 1.6% 37% False False 221,815
10 97.49 89.33 8.16 9.0% 1.78 2.0% 18% False False 238,709
20 98.65 89.33 9.32 10.3% 1.66 1.8% 16% False False 181,973
40 98.66 89.33 9.33 10.3% 1.50 1.6% 16% False False 122,298
60 98.66 87.04 11.62 12.8% 1.46 1.6% 33% False False 89,587
80 98.66 86.42 12.24 13.5% 1.52 1.7% 36% False False 71,966
100 98.66 86.42 12.24 13.5% 1.56 1.7% 36% False False 59,600
120 101.50 86.42 15.08 16.6% 1.63 1.8% 29% False False 51,031
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.37
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 95.11
2.618 93.53
1.618 92.56
1.000 91.96
0.618 91.59
HIGH 90.99
0.618 90.62
0.500 90.51
0.382 90.39
LOW 90.02
0.618 89.42
1.000 89.05
1.618 88.45
2.618 87.48
4.250 85.90
Fisher Pivots for day following 05-Mar-2013
Pivot 1 day 3 day
R1 90.72 90.76
PP 90.61 90.71
S1 90.51 90.65

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

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