NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 92.33 93.72 1.39 1.5% 93.62
High 93.94 95.65 1.71 1.8% 94.47
Low 92.33 93.70 1.37 1.5% 91.84
Close 93.71 94.81 1.10 1.2% 93.71
Range 1.61 1.95 0.34 21.1% 2.63
ATR 1.55 1.57 0.03 1.9% 0.00
Volume 202,666 270,651 67,985 33.5% 1,088,617
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.57 99.64 95.88
R3 98.62 97.69 95.35
R2 96.67 96.67 95.17
R1 95.74 95.74 94.99 96.21
PP 94.72 94.72 94.72 94.95
S1 93.79 93.79 94.63 94.26
S2 92.77 92.77 94.45
S3 90.82 91.84 94.27
S4 88.87 89.89 93.74
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.23 100.10 95.16
R3 98.60 97.47 94.43
R2 95.97 95.97 94.19
R1 94.84 94.84 93.95 95.41
PP 93.34 93.34 93.34 93.62
S1 92.21 92.21 93.47 92.78
S2 90.71 90.71 93.23
S3 88.08 89.58 92.99
S4 85.45 86.95 92.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.65 91.84 3.81 4.0% 1.71 1.8% 78% True False 240,214
10 95.65 91.84 3.81 4.0% 1.61 1.7% 78% True False 176,129
20 95.65 89.78 5.87 6.2% 1.51 1.6% 86% True False 124,142
40 99.10 89.78 9.32 9.8% 1.54 1.6% 54% False False 90,436
60 99.10 89.78 9.32 9.8% 1.46 1.5% 54% False False 71,626
80 99.10 87.62 11.48 12.1% 1.43 1.5% 63% False False 58,112
100 99.10 86.95 12.15 12.8% 1.48 1.6% 65% False False 48,671
120 99.10 86.95 12.15 12.8% 1.54 1.6% 65% False False 41,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 100.76
1.618 98.81
1.000 97.60
0.618 96.86
HIGH 95.65
0.618 94.91
0.500 94.68
0.382 94.44
LOW 93.70
0.618 92.49
1.000 91.75
1.618 90.54
2.618 88.59
4.250 85.41
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 94.77 94.46
PP 94.72 94.10
S1 94.68 93.75

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

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