NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 07-Mar-2013
Day Change Summary
Previous Current
06-Mar-2013 07-Mar-2013 Change Change % Previous Week
Open 90.83 90.42 -0.41 -0.5% 93.23
High 91.17 91.73 0.56 0.6% 94.46
Low 89.55 90.22 0.67 0.7% 90.04
Close 90.43 91.56 1.13 1.2% 90.68
Range 1.62 1.51 -0.11 -6.8% 4.42
ATR 1.61 1.60 -0.01 -0.4% 0.00
Volume 244,168 234,921 -9,247 -3.8% 1,116,452
Daily Pivots for day following 07-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.70 95.14 92.39
R3 94.19 93.63 91.98
R2 92.68 92.68 91.84
R1 92.12 92.12 91.70 92.40
PP 91.17 91.17 91.17 91.31
S1 90.61 90.61 91.42 90.89
S2 89.66 89.66 91.28
S3 88.15 89.10 91.14
S4 86.64 87.59 90.73
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 91.97 89.33 2.64 2.9% 1.52 1.7% 84% False False 233,707
10 94.46 89.33 5.13 5.6% 1.54 1.7% 43% False False 224,078
20 98.65 89.33 9.32 10.2% 1.66 1.8% 24% False False 199,530
40 98.66 89.33 9.33 10.2% 1.53 1.7% 24% False False 132,241
60 98.66 87.04 11.62 12.7% 1.45 1.6% 39% False False 96,906
80 98.66 86.64 12.02 13.1% 1.49 1.6% 41% False False 77,391
100 98.66 86.42 12.24 13.4% 1.56 1.7% 42% False False 64,160
120 101.50 86.42 15.08 16.5% 1.64 1.8% 34% False False 54,853
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.15
2.618 95.68
1.618 94.17
1.000 93.24
0.618 92.66
HIGH 91.73
0.618 91.15
0.500 90.98
0.382 90.80
LOW 90.22
0.618 89.29
1.000 88.71
1.618 87.78
2.618 86.27
4.250 83.80
Fisher Pivots for day following 07-Mar-2013
Pivot 1 day 3 day
R1 91.37 91.25
PP 91.17 90.95
S1 90.98 90.64

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

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