NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 18-Jan-2013
Day Change Summary
Previous Current
17-Jan-2013 18-Jan-2013 Change Change % Previous Week
Open 95.38 96.48 1.10 1.2% 95.19
High 97.19 97.03 -0.16 -0.2% 97.19
Low 95.12 96.18 1.06 1.1% 94.45
Close 96.75 96.95 0.20 0.2% 96.95
Range 2.07 0.85 -1.22 -58.9% 2.74
ATR 1.39 1.35 -0.04 -2.8% 0.00
Volume 62,297 89,792 27,495 44.1% 285,444
Daily Pivots for day following 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 99.27 98.96 97.42
R3 98.42 98.11 97.18
R2 97.57 97.57 97.11
R1 97.26 97.26 97.03 97.42
PP 96.72 96.72 96.72 96.80
S1 96.41 96.41 96.87 96.57
S2 95.87 95.87 96.79
S3 95.02 95.56 96.72
S4 94.17 94.71 96.48
Weekly Pivots for week ending 18-Jan-2013
Classic Woodie Camarilla DeMark
R4 104.42 103.42 98.46
R3 101.68 100.68 97.70
R2 98.94 98.94 97.45
R1 97.94 97.94 97.20 98.44
PP 96.20 96.20 96.20 96.45
S1 95.20 95.20 96.70 95.70
S2 93.46 93.46 96.45
S3 90.72 92.46 96.20
S4 87.98 89.72 95.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.19 94.45 2.74 2.8% 1.30 1.3% 91% False False 57,088
10 97.19 93.78 3.41 3.5% 1.21 1.3% 93% False False 51,246
20 97.19 90.06 7.13 7.4% 1.30 1.3% 97% False False 38,683
40 97.19 88.00 9.19 9.5% 1.34 1.4% 97% False False 33,336
60 97.19 87.22 9.97 10.3% 1.52 1.6% 98% False False 30,554
80 97.19 87.22 9.97 10.3% 1.65 1.7% 98% False False 28,728
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 100.64
2.618 99.26
1.618 98.41
1.000 97.88
0.618 97.56
HIGH 97.03
0.618 96.71
0.500 96.61
0.382 96.50
LOW 96.18
0.618 95.65
1.000 95.33
1.618 94.80
2.618 93.95
4.250 92.57
Fisher Pivots for day following 18-Jan-2013
Pivot 1 day 3 day
R1 96.84 96.58
PP 96.72 96.21
S1 96.61 95.84

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

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