NYMEX Light Sweet Crude Oil Future May 2013


Trading Metrics calculated at close of trading on 18-Apr-2013
Day Change Summary
Previous Current
17-Apr-2013 18-Apr-2013 Change Change % Previous Week
Open 88.80 86.39 -2.41 -2.7% 93.02
High 89.09 88.51 -0.58 -0.7% 94.82
Low 86.06 85.61 -0.45 -0.5% 90.27
Close 86.68 87.73 1.05 1.2% 91.29
Range 3.03 2.90 -0.13 -4.3% 4.55
ATR 2.09 2.14 0.06 2.8% 0.00
Volume 294,274 228,200 -66,074 -22.5% 1,243,413
Daily Pivots for day following 18-Apr-2013
Classic Woodie Camarilla DeMark
R4 95.98 94.76 89.33
R3 93.08 91.86 88.53
R2 90.18 90.18 88.26
R1 88.96 88.96 88.00 89.57
PP 87.28 87.28 87.28 87.59
S1 86.06 86.06 87.46 86.67
S2 84.38 84.38 87.20
S3 81.48 83.16 86.93
S4 78.58 80.26 86.14
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.78 103.08 93.79
R3 101.23 98.53 92.54
R2 96.68 96.68 92.12
R1 93.98 93.98 91.71 93.06
PP 92.13 92.13 92.13 91.66
S1 89.43 89.43 90.87 88.51
S2 87.58 87.58 90.46
S3 83.03 84.88 90.04
S4 78.48 80.33 88.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.52 85.61 7.91 9.0% 3.17 3.6% 27% False True 299,597
10 94.82 85.61 9.21 10.5% 2.34 2.7% 23% False True 268,309
20 97.80 85.61 12.19 13.9% 2.09 2.4% 17% False True 251,344
40 97.80 85.61 12.19 13.9% 1.81 2.1% 17% False True 175,890
60 99.10 85.61 13.49 15.4% 1.71 1.9% 16% False True 136,483
80 99.10 85.61 13.49 15.4% 1.60 1.8% 16% False True 108,413
100 99.10 85.61 13.49 15.4% 1.54 1.8% 16% False True 90,094
120 99.10 85.61 13.49 15.4% 1.57 1.8% 16% False True 76,939
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 0.45
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.84
2.618 96.10
1.618 93.20
1.000 91.41
0.618 90.30
HIGH 88.51
0.618 87.40
0.500 87.06
0.382 86.72
LOW 85.61
0.618 83.82
1.000 82.71
1.618 80.92
2.618 78.02
4.250 73.29
Fisher Pivots for day following 18-Apr-2013
Pivot 1 day 3 day
R1 87.51 87.60
PP 87.28 87.48
S1 87.06 87.35

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

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