NYMEX Light Sweet Crude Oil Future April 2013


Trading Metrics calculated at close of trading on 19-Mar-2013
Day Change Summary
Previous Current
18-Mar-2013 19-Mar-2013 Change Change % Previous Week
Open 93.26 93.80 0.54 0.6% 91.83
High 93.94 94.09 0.15 0.2% 93.84
Low 91.76 92.03 0.27 0.3% 90.89
Close 93.74 92.16 -1.58 -1.7% 93.45
Range 2.18 2.06 -0.12 -5.5% 2.95
ATR 1.54 1.58 0.04 2.4% 0.00
Volume 151,208 96,796 -54,412 -36.0% 1,079,369
Daily Pivots for day following 19-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.94 97.61 93.29
R3 96.88 95.55 92.73
R2 94.82 94.82 92.54
R1 93.49 93.49 92.35 93.13
PP 92.76 92.76 92.76 92.58
S1 91.43 91.43 91.97 91.07
S2 90.70 90.70 91.78
S3 88.64 89.37 91.59
S4 86.58 87.31 91.03
Weekly Pivots for week ending 15-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.58 100.46 95.07
R3 98.63 97.51 94.26
R2 95.68 95.68 93.99
R1 94.56 94.56 93.72 95.12
PP 92.73 92.73 92.73 93.01
S1 91.61 91.61 93.18 92.17
S2 89.78 89.78 92.91
S3 86.83 88.66 92.64
S4 83.88 85.71 91.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.09 91.76 2.33 2.5% 1.56 1.7% 17% True False 169,930
10 94.09 89.55 4.54 4.9% 1.53 1.7% 57% True False 202,642
20 97.49 89.33 8.16 8.9% 1.65 1.8% 35% False False 220,675
40 98.66 89.33 9.33 10.1% 1.57 1.7% 30% False False 161,055
60 98.66 89.12 9.54 10.4% 1.49 1.6% 32% False False 118,996
80 98.66 87.04 11.62 12.6% 1.46 1.6% 44% False False 94,774
100 98.66 86.42 12.24 13.3% 1.53 1.7% 47% False False 78,969
120 98.66 86.42 12.24 13.3% 1.60 1.7% 47% False False 67,046
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.85
2.618 99.48
1.618 97.42
1.000 96.15
0.618 95.36
HIGH 94.09
0.618 93.30
0.500 93.06
0.382 92.82
LOW 92.03
0.618 90.76
1.000 89.97
1.618 88.70
2.618 86.64
4.250 83.28
Fisher Pivots for day following 19-Mar-2013
Pivot 1 day 3 day
R1 93.06 92.93
PP 92.76 92.67
S1 92.46 92.42

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

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