NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 07-Feb-2013
Day Change Summary
Previous Current
06-Feb-2013 07-Feb-2013 Change Change % Previous Week
Open 97.90 98.11 0.21 0.2% 97.13
High 98.32 98.54 0.22 0.2% 99.40
Low 96.42 97.04 0.62 0.6% 96.71
Close 97.97 97.35 -0.62 -0.6% 99.02
Range 1.90 1.50 -0.40 -21.1% 2.69
ATR 1.37 1.38 0.01 0.7% 0.00
Volume 61,000 98,995 37,995 62.3% 296,280
Daily Pivots for day following 07-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.14 101.25 98.18
R3 100.64 99.75 97.76
R2 99.14 99.14 97.63
R1 98.25 98.25 97.49 97.95
PP 97.64 97.64 97.64 97.49
S1 96.75 96.75 97.21 96.45
S2 96.14 96.14 97.08
S3 94.64 95.25 96.94
S4 93.14 93.75 96.53
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 96.42 2.98 3.1% 1.55 1.6% 31% False False 80,925
10 99.40 96.42 2.98 3.1% 1.35 1.4% 31% False False 69,743
20 99.40 93.99 5.41 5.6% 1.37 1.4% 62% False False 64,641
40 99.40 88.00 11.40 11.7% 1.30 1.3% 82% False False 47,710
60 99.40 87.90 11.50 11.8% 1.40 1.4% 82% False False 40,488
80 99.40 87.22 12.18 12.5% 1.54 1.6% 83% False False 36,107
100 100.60 87.22 13.38 13.7% 1.67 1.7% 76% False False 33,867
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.92
2.618 102.47
1.618 100.97
1.000 100.04
0.618 99.47
HIGH 98.54
0.618 97.97
0.500 97.79
0.382 97.61
LOW 97.04
0.618 96.11
1.000 95.54
1.618 94.61
2.618 93.11
4.250 90.67
Fisher Pivots for day following 07-Feb-2013
Pivot 1 day 3 day
R1 97.79 97.48
PP 97.64 97.44
S1 97.50 97.39

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

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