NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 26-Feb-2013
Day Change Summary
Previous Current
25-Feb-2013 26-Feb-2013 Change Change % Previous Week
Open 93.70 92.55 -1.15 -1.2% 96.90
High 94.90 93.84 -1.06 -1.1% 97.92
Low 92.51 92.45 -0.06 -0.1% 92.88
Close 93.53 93.05 -0.48 -0.5% 93.57
Range 2.39 1.39 -1.00 -41.8% 5.04
ATR 1.64 1.62 -0.02 -1.1% 0.00
Volume 45,706 57,577 11,871 26.0% 283,162
Daily Pivots for day following 26-Feb-2013
Classic Woodie Camarilla DeMark
R4 97.28 96.56 93.81
R3 95.89 95.17 93.43
R2 94.50 94.50 93.30
R1 93.78 93.78 93.18 94.14
PP 93.11 93.11 93.11 93.30
S1 92.39 92.39 92.92 92.75
S2 91.72 91.72 92.80
S3 90.33 91.00 92.67
S4 88.94 89.61 92.29
Weekly Pivots for week ending 22-Feb-2013
Classic Woodie Camarilla DeMark
R4 109.91 106.78 96.34
R3 104.87 101.74 94.96
R2 99.83 99.83 94.49
R1 96.70 96.70 94.03 95.75
PP 94.79 94.79 94.79 94.31
S1 91.66 91.66 93.11 90.71
S2 89.75 89.75 92.65
S3 84.71 86.62 92.18
S4 79.67 81.58 90.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.92 92.45 5.47 5.9% 2.05 2.2% 11% False True 65,880
10 99.10 92.45 6.65 7.1% 1.71 1.8% 9% False True 63,052
20 99.10 92.45 6.65 7.1% 1.58 1.7% 9% False True 58,096
40 99.10 91.59 7.51 8.1% 1.44 1.5% 19% False False 46,331
60 99.10 87.62 11.48 12.3% 1.40 1.5% 47% False False 36,897
80 99.10 86.95 12.15 13.1% 1.49 1.6% 50% False False 30,439
100 99.10 86.95 12.15 13.1% 1.55 1.7% 50% False False 25,763
120 101.54 86.95 14.59 15.7% 1.52 1.6% 42% False False 22,556
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 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.75
2.618 97.48
1.618 96.09
1.000 95.23
0.618 94.70
HIGH 93.84
0.618 93.31
0.500 93.15
0.382 92.98
LOW 92.45
0.618 91.59
1.000 91.06
1.618 90.20
2.618 88.81
4.250 86.54
Fisher Pivots for day following 26-Feb-2013
Pivot 1 day 3 day
R1 93.15 93.68
PP 93.11 93.47
S1 93.08 93.26

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

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