NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 22-Jan-2013
Day Change Summary
Previous Current
18-Jan-2013 22-Jan-2013 Change Change % Previous Week
Open 96.27 96.50 0.23 0.2% 94.78
High 96.80 97.58 0.78 0.8% 97.06
Low 96.06 96.20 0.14 0.1% 94.16
Close 96.74 97.40 0.66 0.7% 96.74
Range 0.74 1.38 0.64 86.5% 2.90
ATR 1.33 1.33 0.00 0.3% 0.00
Volume 50,009 28,803 -21,206 -42.4% 177,990
Daily Pivots for day following 22-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.20 100.68 98.16
R3 99.82 99.30 97.78
R2 98.44 98.44 97.65
R1 97.92 97.92 97.53 98.18
PP 97.06 97.06 97.06 97.19
S1 96.54 96.54 97.27 96.80
S2 95.68 95.68 97.15
S3 94.30 95.16 97.02
S4 92.92 93.78 96.64
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.69 103.61 98.34
R3 101.79 100.71 97.54
R2 98.89 98.89 97.27
R1 97.81 97.81 97.01 98.35
PP 95.99 95.99 95.99 96.26
S1 94.91 94.91 96.47 95.45
S2 93.09 93.09 96.21
S3 90.19 92.01 95.94
S4 87.29 89.11 95.15
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.58 94.26 3.32 3.4% 1.33 1.4% 95% True False 35,504
10 97.58 93.76 3.82 3.9% 1.28 1.3% 95% True False 31,759
20 97.58 89.65 7.93 8.1% 1.30 1.3% 98% True False 24,203
40 97.58 87.62 9.96 10.2% 1.29 1.3% 98% True False 20,512
60 97.58 86.95 10.63 10.9% 1.44 1.5% 98% True False 17,396
80 97.58 86.95 10.63 10.9% 1.52 1.6% 98% True False 14,543
100 101.54 86.95 14.59 15.0% 1.49 1.5% 72% False False 12,994
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.45
2.618 101.19
1.618 99.81
1.000 98.96
0.618 98.43
HIGH 97.58
0.618 97.05
0.500 96.89
0.382 96.73
LOW 96.20
0.618 95.35
1.000 94.82
1.618 93.97
2.618 92.59
4.250 90.34
Fisher Pivots for day following 22-Jan-2013
Pivot 1 day 3 day
R1 97.23 97.02
PP 97.06 96.64
S1 96.89 96.26

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

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