NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 97.54 97.78 0.24 0.2% 96.91
High 97.91 98.15 0.24 0.2% 99.03
Low 95.99 96.59 0.60 0.6% 96.41
Close 97.55 96.88 -0.67 -0.7% 98.66
Range 1.92 1.56 -0.36 -18.8% 2.62
ATR 1.38 1.39 0.01 0.9% 0.00
Volume 49,208 61,919 12,711 25.8% 199,972
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.89 100.94 97.74
R3 100.33 99.38 97.31
R2 98.77 98.77 97.17
R1 97.82 97.82 97.02 97.52
PP 97.21 97.21 97.21 97.05
S1 96.26 96.26 96.74 95.96
S2 95.65 95.65 96.59
S3 94.09 94.70 96.45
S4 92.53 93.14 96.02
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% 1.54 1.6% 29% False False 55,765
10 99.03 95.99 3.04 3.1% 1.35 1.4% 29% False False 48,260
20 99.03 93.76 5.27 5.4% 1.38 1.4% 59% False False 46,363
40 99.03 87.62 11.41 11.8% 1.29 1.3% 81% False False 32,598
60 99.03 87.50 11.53 11.9% 1.36 1.4% 81% False False 26,091
80 99.03 86.95 12.08 12.5% 1.48 1.5% 82% False False 21,795
100 100.76 86.95 13.81 14.3% 1.53 1.6% 72% False False 18,746
120 101.54 86.95 14.59 15.1% 1.45 1.5% 68% False False 16,501
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.78
2.618 102.23
1.618 100.67
1.000 99.71
0.618 99.11
HIGH 98.15
0.618 97.55
0.500 97.37
0.382 97.19
LOW 96.59
0.618 95.63
1.000 95.03
1.618 94.07
2.618 92.51
4.250 89.96
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 97.37 97.07
PP 97.21 97.01
S1 97.04 96.94

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

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