NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
10-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 93.96 94.56 0.60 0.6% 97.36
High 94.82 94.64 -0.18 -0.2% 97.80
Low 93.40 93.06 -0.34 -0.4% 91.91
Close 94.64 93.51 -1.13 -1.2% 92.70
Range 1.42 1.58 0.16 11.3% 5.89
ATR 1.67 1.67 -0.01 -0.4% 0.00
Volume 248,557 222,439 -26,118 -10.5% 1,327,105
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.48 97.57 94.38
R3 96.90 95.99 93.94
R2 95.32 95.32 93.80
R1 94.41 94.41 93.65 94.08
PP 93.74 93.74 93.74 93.57
S1 92.83 92.83 93.37 92.50
S2 92.16 92.16 93.22
S3 90.58 91.25 93.08
S4 89.00 89.67 92.64
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 94.82 91.91 2.91 3.1% 1.51 1.6% 55% False False 237,021
10 97.80 91.91 5.89 6.3% 1.76 1.9% 27% False False 241,932
20 97.80 91.84 5.96 6.4% 1.67 1.8% 28% False False 219,986
40 99.10 89.78 9.32 10.0% 1.64 1.7% 40% False False 145,590
60 99.10 89.78 9.32 10.0% 1.55 1.7% 40% False False 114,475
80 99.10 88.32 10.78 11.5% 1.48 1.6% 48% False False 91,034
100 99.10 87.50 11.60 12.4% 1.48 1.6% 52% False False 75,810
120 99.10 86.95 12.15 13.0% 1.54 1.6% 54% False False 64,761
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.36
2.618 98.78
1.618 97.20
1.000 96.22
0.618 95.62
HIGH 94.64
0.618 94.04
0.500 93.85
0.382 93.66
LOW 93.06
0.618 92.08
1.000 91.48
1.618 90.50
2.618 88.92
4.250 86.35
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 93.85 93.84
PP 93.74 93.73
S1 93.62 93.62

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

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