NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 29-Jan-2013
Day Change Summary
Previous Current
28-Jan-2013 29-Jan-2013 Change Change % Previous Week
Open 96.91 97.33 0.42 0.4% 96.50
High 97.66 98.60 0.94 1.0% 97.60
Low 96.41 97.15 0.74 0.8% 95.92
Close 97.26 98.35 1.09 1.1% 96.75
Range 1.25 1.45 0.20 16.0% 1.68
ATR 1.35 1.35 0.01 0.5% 0.00
Volume 30,266 32,511 2,245 7.4% 260,870
Daily Pivots for day following 29-Jan-2013
Classic Woodie Camarilla DeMark
R4 102.38 101.82 99.15
R3 100.93 100.37 98.75
R2 99.48 99.48 98.62
R1 98.92 98.92 98.48 99.20
PP 98.03 98.03 98.03 98.18
S1 97.47 97.47 98.22 97.75
S2 96.58 96.58 98.08
S3 95.13 96.02 97.95
S4 93.68 94.57 97.55
Weekly Pivots for week ending 25-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.80 100.95 97.67
R3 100.12 99.27 97.21
R2 98.44 98.44 97.06
R1 97.59 97.59 96.90 98.02
PP 96.76 96.76 96.76 96.97
S1 95.91 95.91 96.60 96.34
S2 95.08 95.08 96.44
S3 93.40 94.23 96.29
S4 91.72 92.55 95.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.60 95.92 2.68 2.7% 1.41 1.4% 91% True False 58,968
10 98.60 94.26 4.34 4.4% 1.37 1.4% 94% True False 47,236
20 98.60 91.59 7.01 7.1% 1.32 1.3% 96% True False 35,434
40 98.60 87.62 10.98 11.2% 1.30 1.3% 98% True False 26,749
60 98.60 86.95 11.65 11.8% 1.46 1.5% 98% True False 21,674
80 98.60 86.95 11.65 11.8% 1.52 1.5% 98% True False 18,050
100 101.54 86.95 14.59 14.8% 1.52 1.5% 78% False False 15,725
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 0.29
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.76
2.618 102.40
1.618 100.95
1.000 100.05
0.618 99.50
HIGH 98.60
0.618 98.05
0.500 97.88
0.382 97.70
LOW 97.15
0.618 96.25
1.000 95.70
1.618 94.80
2.618 93.35
4.250 90.99
Fisher Pivots for day following 29-Jan-2013
Pivot 1 day 3 day
R1 98.19 98.07
PP 98.03 97.78
S1 97.88 97.50

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

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