NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 92.62 92.51 -0.11 -0.1% 90.71
High 93.40 93.25 -0.15 -0.2% 92.03
Low 91.91 92.01 0.10 0.1% 89.33
Close 92.52 93.03 0.51 0.6% 91.95
Range 1.49 1.24 -0.25 -16.8% 2.70
ATR 1.57 1.54 -0.02 -1.5% 0.00
Volume 251,336 174,701 -76,635 -30.5% 1,140,032
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.48 96.00 93.71
R3 95.24 94.76 93.37
R2 94.00 94.00 93.26
R1 93.52 93.52 93.14 93.76
PP 92.76 92.76 92.76 92.89
S1 92.28 92.28 92.92 92.52
S2 91.52 91.52 92.80
S3 90.28 91.04 92.69
S4 89.04 89.80 92.35
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 93.47 90.83 2.64 2.8% 1.41 1.5% 83% False False 224,743
10 93.47 89.33 4.14 4.5% 1.47 1.6% 89% False False 229,225
20 98.28 89.33 8.95 9.6% 1.63 1.8% 41% False False 224,884
40 98.66 89.33 9.33 10.0% 1.54 1.7% 40% False False 154,696
60 98.66 88.15 10.51 11.3% 1.47 1.6% 46% False False 113,590
80 98.66 87.04 11.62 12.5% 1.48 1.6% 52% False False 90,256
100 98.66 86.42 12.24 13.2% 1.57 1.7% 54% False False 74,992
120 98.66 86.42 12.24 13.2% 1.59 1.7% 54% False False 63,740
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 98.52
2.618 96.50
1.618 95.26
1.000 94.49
0.618 94.02
HIGH 93.25
0.618 92.78
0.500 92.63
0.382 92.48
LOW 92.01
0.618 91.24
1.000 90.77
1.618 90.00
2.618 88.76
4.250 86.74
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 92.90 92.87
PP 92.76 92.70
S1 92.63 92.54

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

View Archives - Comment on this page... - Back to Index of Symbols