NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 98.79 98.95 0.16 0.2% 97.13
High 99.40 98.98 -0.42 -0.4% 99.40
Low 97.94 97.21 -0.73 -0.7% 96.71
Close 99.02 97.49 -1.53 -1.5% 99.02
Range 1.46 1.77 0.31 21.2% 2.69
ATR 1.32 1.35 0.04 2.7% 0.00
Volume 89,537 109,111 19,574 21.9% 296,280
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 103.20 102.12 98.46
R3 101.43 100.35 97.98
R2 99.66 99.66 97.81
R1 98.58 98.58 97.65 98.24
PP 97.89 97.89 97.89 97.72
S1 96.81 96.81 97.33 96.47
S2 96.12 96.12 97.17
S3 94.35 95.04 97.00
S4 92.58 93.27 96.52
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 97.21 2.19 2.2% 1.32 1.3% 13% False True 72,715
10 99.40 96.27 3.13 3.2% 1.35 1.4% 39% False False 69,104
20 99.40 93.78 5.62 5.8% 1.28 1.3% 66% False False 60,175
40 99.40 88.00 11.40 11.7% 1.31 1.3% 83% False False 44,979
60 99.40 87.22 12.18 12.5% 1.46 1.5% 84% False False 38,470
80 99.40 87.22 12.18 12.5% 1.54 1.6% 84% False False 34,677
100 101.40 87.22 14.18 14.5% 1.67 1.7% 72% False False 32,653
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 106.50
2.618 103.61
1.618 101.84
1.000 100.75
0.618 100.07
HIGH 98.98
0.618 98.30
0.500 98.10
0.382 97.89
LOW 97.21
0.618 96.12
1.000 95.44
1.618 94.35
2.618 92.58
4.250 89.69
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 98.10 98.31
PP 97.89 98.03
S1 97.69 97.76

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

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