NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 97.36 97.00 -0.36 -0.4% 93.72
High 97.80 97.44 -0.36 -0.4% 97.35
Low 95.92 95.91 -0.01 0.0% 93.70
Close 97.07 97.19 0.12 0.1% 97.23
Range 1.88 1.53 -0.35 -18.6% 3.65
ATR 1.56 1.55 0.00 -0.1% 0.00
Volume 192,396 209,877 17,481 9.1% 867,163
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.44 100.84 98.03
R3 99.91 99.31 97.61
R2 98.38 98.38 97.47
R1 97.78 97.78 97.33 98.08
PP 96.85 96.85 96.85 97.00
S1 96.25 96.25 97.05 96.55
S2 95.32 95.32 96.91
S3 93.79 94.72 96.77
S4 92.26 93.19 96.35
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 107.04 105.79 99.24
R3 103.39 102.14 98.23
R2 99.74 99.74 97.90
R1 98.49 98.49 97.56 99.12
PP 96.09 96.09 96.09 96.41
S1 94.84 94.84 96.90 95.47
S2 92.44 92.44 96.56
S3 88.79 91.19 96.23
S4 85.14 87.54 95.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.80 94.67 3.13 3.2% 1.51 1.6% 81% False False 199,757
10 97.80 91.84 5.96 6.1% 1.61 1.7% 90% False False 219,985
20 97.80 90.04 7.76 8.0% 1.51 1.6% 92% False False 159,724
40 99.10 89.78 9.32 9.6% 1.57 1.6% 80% False False 110,407
60 99.10 89.78 9.32 9.6% 1.48 1.5% 80% False False 86,960
80 99.10 87.62 11.48 11.8% 1.43 1.5% 83% False False 69,689
100 99.10 86.95 12.15 12.5% 1.49 1.5% 84% False False 58,171
120 99.10 86.95 12.15 12.5% 1.51 1.6% 84% False False 49,804
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.94
2.618 101.45
1.618 99.92
1.000 98.97
0.618 98.39
HIGH 97.44
0.618 96.86
0.500 96.68
0.382 96.49
LOW 95.91
0.618 94.96
1.000 94.38
1.618 93.43
2.618 91.90
4.250 89.41
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 97.02 97.08
PP 96.85 96.97
S1 96.68 96.86

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

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