NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 01-Feb-2013
Day Change Summary
Previous Current
31-Jan-2013 01-Feb-2013 Change Change % Previous Week
Open 99.10 98.79 -0.31 -0.3% 97.13
High 99.15 99.40 0.25 0.3% 99.40
Low 98.05 97.94 -0.11 -0.1% 96.71
Close 98.77 99.02 0.25 0.3% 99.02
Range 1.10 1.46 0.36 32.7% 2.69
ATR 1.31 1.32 0.01 0.8% 0.00
Volume 50,313 89,537 39,224 78.0% 296,280
Daily Pivots for day following 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 103.17 102.55 99.82
R3 101.71 101.09 99.42
R2 100.25 100.25 99.29
R1 99.63 99.63 99.15 99.94
PP 98.79 98.79 98.79 98.94
S1 98.17 98.17 98.89 98.48
S2 97.33 97.33 98.75
S3 95.87 96.71 98.62
S4 94.41 95.25 98.22
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.45 105.42 100.50
R3 103.76 102.73 99.76
R2 101.07 101.07 99.51
R1 100.04 100.04 99.27 100.56
PP 98.38 98.38 98.38 98.63
S1 97.35 97.35 98.77 97.87
S2 95.69 95.69 98.53
S3 93.00 94.66 98.28
S4 90.31 91.97 97.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.40 96.71 2.69 2.7% 1.22 1.2% 86% True False 59,256
10 99.40 96.18 3.22 3.3% 1.25 1.3% 88% True False 67,172
20 99.40 93.05 6.35 6.4% 1.26 1.3% 94% True False 56,354
40 99.40 88.00 11.40 11.5% 1.30 1.3% 97% True False 42,874
60 99.40 87.22 12.18 12.3% 1.49 1.5% 97% True False 37,010
80 99.40 87.22 12.18 12.3% 1.56 1.6% 97% True False 33,525
100 101.40 87.22 14.18 14.3% 1.66 1.7% 83% False False 31,718
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 105.61
2.618 103.22
1.618 101.76
1.000 100.86
0.618 100.30
HIGH 99.40
0.618 98.84
0.500 98.67
0.382 98.50
LOW 97.94
0.618 97.04
1.000 96.48
1.618 95.58
2.618 94.12
4.250 91.74
Fisher Pivots for day following 01-Feb-2013
Pivot 1 day 3 day
R1 98.90 98.90
PP 98.79 98.79
S1 98.67 98.67

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

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