NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 08-Apr-2013
Day Change Summary
Previous Current
05-Apr-2013 08-Apr-2013 Change Change % Previous Week
Open 93.36 93.02 -0.34 -0.4% 97.36
High 93.57 93.75 0.18 0.2% 97.80
Low 91.91 92.46 0.55 0.6% 91.91
Close 92.70 93.36 0.66 0.7% 92.70
Range 1.66 1.29 -0.37 -22.3% 5.89
ATR 1.73 1.70 -0.03 -1.8% 0.00
Volume 267,276 212,117 -55,159 -20.6% 1,327,105
Daily Pivots for day following 08-Apr-2013
Classic Woodie Camarilla DeMark
R4 97.06 96.50 94.07
R3 95.77 95.21 93.71
R2 94.48 94.48 93.60
R1 93.92 93.92 93.48 94.20
PP 93.19 93.19 93.19 93.33
S1 92.63 92.63 93.24 92.91
S2 91.90 91.90 93.12
S3 90.61 91.34 93.01
S4 89.32 90.05 92.65
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 111.81 108.14 95.94
R3 105.92 102.25 94.32
R2 100.03 100.03 93.78
R1 96.36 96.36 93.24 95.25
PP 94.14 94.14 94.14 93.58
S1 90.47 90.47 92.16 89.36
S2 88.25 88.25 91.62
S3 82.36 84.58 91.08
S4 76.47 78.69 89.46
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.44 91.91 5.53 5.9% 2.00 2.1% 26% False False 269,365
10 97.80 91.91 5.89 6.3% 1.79 1.9% 25% False False 240,638
20 97.80 91.36 6.44 6.9% 1.67 1.8% 31% False False 199,334
40 99.10 89.78 9.32 10.0% 1.63 1.7% 38% False False 133,428
60 99.10 89.78 9.32 10.0% 1.55 1.7% 38% False False 104,406
80 99.10 87.62 11.48 12.3% 1.46 1.6% 50% False False 83,013
100 99.10 87.50 11.60 12.4% 1.47 1.6% 51% False False 69,026
120 99.10 86.95 12.15 13.0% 1.53 1.6% 53% False False 59,006
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.31
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.23
2.618 97.13
1.618 95.84
1.000 95.04
0.618 94.55
HIGH 93.75
0.618 93.26
0.500 93.11
0.382 92.95
LOW 92.46
0.618 91.66
1.000 91.17
1.618 90.37
2.618 89.08
4.250 86.98
Fisher Pivots for day following 08-Apr-2013
Pivot 1 day 3 day
R1 93.28 93.38
PP 93.19 93.37
S1 93.11 93.37

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

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