NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 14-Feb-2013
Day Change Summary
Previous Current
13-Feb-2013 14-Feb-2013 Change Change % Previous Week
Open 98.62 98.28 -0.34 -0.3% 98.46
High 99.10 98.77 -0.33 -0.3% 98.50
Low 97.73 97.93 0.20 0.2% 95.99
Close 98.14 98.41 0.27 0.3% 96.83
Range 1.37 0.84 -0.53 -38.7% 2.51
ATR 1.40 1.36 -0.04 -2.9% 0.00
Volume 61,862 70,838 8,976 14.5% 295,092
Daily Pivots for day following 14-Feb-2013
Classic Woodie Camarilla DeMark
R4 100.89 100.49 98.87
R3 100.05 99.65 98.64
R2 99.21 99.21 98.56
R1 98.81 98.81 98.49 99.01
PP 98.37 98.37 98.37 98.47
S1 97.97 97.97 98.33 98.17
S2 97.53 97.53 98.26
S3 96.69 97.13 98.18
S4 95.85 96.29 97.95
Weekly Pivots for week ending 08-Feb-2013
Classic Woodie Camarilla DeMark
R4 104.64 103.24 98.21
R3 102.13 100.73 97.52
R2 99.62 99.62 97.29
R1 98.22 98.22 97.06 97.67
PP 97.11 97.11 97.11 96.83
S1 95.71 95.71 96.60 95.16
S2 94.60 94.60 96.37
S3 92.09 93.20 96.14
S4 89.58 90.69 95.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.10 96.04 3.06 3.1% 1.33 1.3% 77% False False 70,386
10 99.10 95.99 3.11 3.2% 1.43 1.5% 78% False False 63,076
20 99.10 94.93 4.17 4.2% 1.38 1.4% 83% False False 55,680
40 99.10 89.21 9.89 10.0% 1.33 1.4% 93% False False 38,334
60 99.10 87.62 11.48 11.7% 1.35 1.4% 94% False False 31,098
80 99.10 86.95 12.15 12.3% 1.47 1.5% 94% False False 25,781
100 99.10 86.95 12.15 12.3% 1.50 1.5% 94% False False 21,839
120 101.54 86.95 14.59 14.8% 1.47 1.5% 79% False False 19,282
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 102.34
2.618 100.97
1.618 100.13
1.000 99.61
0.618 99.29
HIGH 98.77
0.618 98.45
0.500 98.35
0.382 98.25
LOW 97.93
0.618 97.41
1.000 97.09
1.618 96.57
2.618 95.73
4.250 94.36
Fisher Pivots for day following 14-Feb-2013
Pivot 1 day 3 day
R1 98.39 98.41
PP 98.37 98.41
S1 98.35 98.41

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

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