NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 30-Jan-2013
Day Change Summary
Previous Current
29-Jan-2013 30-Jan-2013 Change Change % Previous Week
Open 97.33 98.12 0.79 0.8% 96.50
High 98.60 99.01 0.41 0.4% 97.60
Low 97.15 98.12 0.97 1.0% 95.92
Close 98.35 98.77 0.42 0.4% 96.75
Range 1.45 0.89 -0.56 -38.6% 1.68
ATR 1.35 1.32 -0.03 -2.5% 0.00
Volume 32,511 42,146 9,635 29.6% 260,870
Daily Pivots for day following 30-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.30 100.93 99.26
R3 100.41 100.04 99.01
R2 99.52 99.52 98.93
R1 99.15 99.15 98.85 99.34
PP 98.63 98.63 98.63 98.73
S1 98.26 98.26 98.69 98.45
S2 97.74 97.74 98.61
S3 96.85 97.37 98.53
S4 95.96 96.48 98.28
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 99.01 96.00 3.01 3.0% 1.26 1.3% 92% True False 61,000
10 99.01 94.26 4.75 4.8% 1.34 1.4% 95% True False 48,374
20 99.01 92.90 6.11 6.2% 1.29 1.3% 96% True False 36,969
40 99.01 87.62 11.39 11.5% 1.29 1.3% 98% True False 27,346
60 99.01 86.95 12.06 12.2% 1.46 1.5% 98% True False 22,254
80 99.01 86.95 12.06 12.2% 1.49 1.5% 98% True False 18,489
100 101.54 86.95 14.59 14.8% 1.51 1.5% 81% False False 16,102
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.26
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 102.79
2.618 101.34
1.618 100.45
1.000 99.90
0.618 99.56
HIGH 99.01
0.618 98.67
0.500 98.57
0.382 98.46
LOW 98.12
0.618 97.57
1.000 97.23
1.618 96.68
2.618 95.79
4.250 94.34
Fisher Pivots for day following 30-Jan-2013
Pivot 1 day 3 day
R1 98.70 98.42
PP 98.63 98.06
S1 98.57 97.71

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

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