NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 15-Feb-2013
Day Change Summary
Previous Current
14-Feb-2013 15-Feb-2013 Change Change % Previous Week
Open 98.28 98.38 0.10 0.1% 96.87
High 98.77 98.55 -0.22 -0.2% 99.10
Low 97.93 96.31 -1.62 -1.7% 96.04
Close 98.41 96.92 -1.49 -1.5% 96.92
Range 0.84 2.24 1.40 166.7% 3.06
ATR 1.36 1.43 0.06 4.6% 0.00
Volume 70,838 37,732 -33,106 -46.7% 310,689
Daily Pivots for day following 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 103.98 102.69 98.15
R3 101.74 100.45 97.54
R2 99.50 99.50 97.33
R1 98.21 98.21 97.13 97.74
PP 97.26 97.26 97.26 97.02
S1 95.97 95.97 96.71 95.50
S2 95.02 95.02 96.51
S3 92.78 93.73 96.30
S4 90.54 91.49 95.69
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.53 104.79 98.60
R3 103.47 101.73 97.76
R2 100.41 100.41 97.48
R1 98.67 98.67 97.20 99.54
PP 97.35 97.35 97.35 97.79
S1 95.61 95.61 96.64 96.48
S2 94.29 94.29 96.36
S3 91.23 92.55 96.08
S4 88.17 89.49 95.24
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 3.2% 1.52 1.6% 29% False False 62,137
10 99.10 95.99 3.11 3.2% 1.51 1.6% 30% False False 60,578
20 99.10 95.92 3.18 3.3% 1.39 1.4% 31% False False 55,831
40 99.10 89.65 9.45 9.8% 1.36 1.4% 77% False False 38,951
60 99.10 87.62 11.48 11.8% 1.36 1.4% 81% False False 31,457
80 99.10 86.95 12.15 12.5% 1.46 1.5% 82% False False 26,149
100 99.10 86.95 12.15 12.5% 1.51 1.6% 82% False False 22,111
120 101.54 86.95 14.59 15.1% 1.48 1.5% 68% False False 19,545
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 0.36
Widest range in 48 trading days
Fibonacci Retracements and Extensions
4.250 108.07
2.618 104.41
1.618 102.17
1.000 100.79
0.618 99.93
HIGH 98.55
0.618 97.69
0.500 97.43
0.382 97.17
LOW 96.31
0.618 94.93
1.000 94.07
1.618 92.69
2.618 90.45
4.250 86.79
Fisher Pivots for day following 15-Feb-2013
Pivot 1 day 3 day
R1 97.43 97.71
PP 97.26 97.44
S1 97.09 97.18

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

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