NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 06-Feb-2013
Day Change Summary
Previous Current
05-Feb-2013 06-Feb-2013 Change Change % Previous Week
Open 97.02 97.54 0.52 0.5% 96.91
High 98.00 97.91 -0.09 -0.1% 99.03
Low 96.88 95.99 -0.89 -0.9% 96.41
Close 97.54 97.55 0.01 0.0% 98.66
Range 1.12 1.92 0.80 71.4% 2.62
ATR 1.34 1.38 0.04 3.1% 0.00
Volume 35,510 49,208 13,698 38.6% 199,972
Daily Pivots for day following 06-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.91 102.15 98.61
R3 100.99 100.23 98.08
R2 99.07 99.07 97.90
R1 98.31 98.31 97.73 98.69
PP 97.15 97.15 97.15 97.34
S1 96.39 96.39 97.37 96.77
S2 95.23 95.23 97.20
S3 93.31 94.47 97.02
S4 91.39 92.55 96.49
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 105.89 104.90 100.10
R3 103.27 102.28 99.38
R2 100.65 100.65 99.14
R1 99.66 99.66 98.90 100.16
PP 98.03 98.03 98.03 98.28
S1 97.04 97.04 98.42 97.54
S2 95.41 95.41 98.18
S3 92.79 94.42 97.94
S4 90.17 91.80 97.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.03 95.99 3.04 3.1% 1.45 1.5% 51% False True 49,849
10 99.03 95.99 3.04 3.1% 1.35 1.4% 51% False True 55,424
20 99.03 93.76 5.27 5.4% 1.35 1.4% 72% False False 44,355
40 99.03 87.62 11.41 11.7% 1.28 1.3% 87% False False 31,489
60 99.03 86.99 12.04 12.3% 1.37 1.4% 88% False False 25,227
80 99.03 86.95 12.08 12.4% 1.47 1.5% 88% False False 21,112
100 101.54 86.95 14.59 15.0% 1.53 1.6% 73% False False 18,232
120 101.54 86.95 14.59 15.0% 1.45 1.5% 73% False False 16,021
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 106.07
2.618 102.94
1.618 101.02
1.000 99.83
0.618 99.10
HIGH 97.91
0.618 97.18
0.500 96.95
0.382 96.72
LOW 95.99
0.618 94.80
1.000 94.07
1.618 92.88
2.618 90.96
4.250 87.83
Fisher Pivots for day following 06-Feb-2013
Pivot 1 day 3 day
R1 97.35 97.45
PP 97.15 97.35
S1 96.95 97.25

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

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