NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 11-Mar-2013
Day Change Summary
Previous Current
08-Mar-2013 11-Mar-2013 Change Change % Previous Week
Open 91.42 91.83 0.41 0.4% 90.71
High 92.03 92.15 0.12 0.1% 92.03
Low 90.83 90.89 0.06 0.1% 89.33
Close 91.95 92.06 0.11 0.1% 91.95
Range 1.20 1.26 0.06 5.0% 2.70
ATR 1.57 1.55 -0.02 -1.4% 0.00
Volume 219,961 194,607 -25,354 -11.5% 1,140,032
Daily Pivots for day following 11-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.48 95.03 92.75
R3 94.22 93.77 92.41
R2 92.96 92.96 92.29
R1 92.51 92.51 92.18 92.74
PP 91.70 91.70 91.70 91.81
S1 91.25 91.25 91.94 91.48
S2 90.44 90.44 91.83
S3 89.18 89.99 91.71
S4 87.92 88.73 91.37
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.20 98.28 93.44
R3 96.50 95.58 92.69
R2 93.80 93.80 92.45
R1 92.88 92.88 92.20 93.34
PP 91.10 91.10 91.10 91.34
S1 90.18 90.18 91.70 90.64
S2 88.40 88.40 91.46
S3 85.70 87.48 91.21
S4 83.00 84.78 90.47
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.15 89.55 2.60 2.8% 1.31 1.4% 97% True False 220,706
10 93.44 89.33 4.11 4.5% 1.44 1.6% 66% False False 223,357
20 98.65 89.33 9.32 10.1% 1.64 1.8% 29% False False 208,715
40 98.66 89.33 9.33 10.1% 1.53 1.7% 29% False False 140,919
60 98.66 87.47 11.19 12.2% 1.45 1.6% 41% False False 103,150
80 98.66 86.86 11.80 12.8% 1.49 1.6% 44% False False 82,222
100 98.66 86.42 12.24 13.3% 1.55 1.7% 46% False False 68,160
120 98.66 86.42 12.24 13.3% 1.62 1.8% 46% False False 58,003
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.51
2.618 95.45
1.618 94.19
1.000 93.41
0.618 92.93
HIGH 92.15
0.618 91.67
0.500 91.52
0.382 91.37
LOW 90.89
0.618 90.11
1.000 89.63
1.618 88.85
2.618 87.59
4.250 85.54
Fisher Pivots for day following 11-Mar-2013
Pivot 1 day 3 day
R1 91.88 91.77
PP 91.70 91.48
S1 91.52 91.19

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

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