NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 05-Feb-2013
Day Change Summary
Previous Current
04-Feb-2013 05-Feb-2013 Change Change % Previous Week
Open 98.95 97.38 -1.57 -1.6% 97.13
High 98.98 98.39 -0.59 -0.6% 99.40
Low 97.21 97.28 0.07 0.1% 96.71
Close 97.49 97.94 0.45 0.5% 99.02
Range 1.77 1.11 -0.66 -37.3% 2.69
ATR 1.35 1.33 -0.02 -1.3% 0.00
Volume 109,111 45,986 -63,125 -57.9% 296,280
Daily Pivots for day following 05-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.20 100.68 98.55
R3 100.09 99.57 98.25
R2 98.98 98.98 98.14
R1 98.46 98.46 98.04 98.72
PP 97.87 97.87 97.87 98.00
S1 97.35 97.35 97.84 97.61
S2 96.76 96.76 97.74
S3 95.65 96.24 97.63
S4 94.54 95.13 97.33
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% 1.25 1.3% 33% False False 73,623
10 99.40 96.27 3.13 3.2% 1.32 1.3% 53% False False 69,098
20 99.40 93.99 5.41 5.5% 1.29 1.3% 73% False False 60,108
40 99.40 88.00 11.40 11.6% 1.27 1.3% 87% False False 45,223
60 99.40 87.38 12.02 12.3% 1.40 1.4% 88% False False 38,692
80 99.40 87.22 12.18 12.4% 1.53 1.6% 88% False False 34,788
100 101.40 87.22 14.18 14.5% 1.67 1.7% 76% False False 32,873
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.11
2.618 101.30
1.618 100.19
1.000 99.50
0.618 99.08
HIGH 98.39
0.618 97.97
0.500 97.84
0.382 97.70
LOW 97.28
0.618 96.59
1.000 96.17
1.618 95.48
2.618 94.37
4.250 92.56
Fisher Pivots for day following 05-Feb-2013
Pivot 1 day 3 day
R1 97.91 98.31
PP 97.87 98.18
S1 97.84 98.06

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

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