NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 19-Feb-2013
Day Change Summary
Previous Current
15-Feb-2013 19-Feb-2013 Change Change % Previous Week
Open 98.78 97.31 -1.47 -1.5% 97.46
High 98.90 97.99 -0.91 -0.9% 99.52
Low 96.74 96.66 -0.08 -0.1% 96.52
Close 97.34 97.92 0.58 0.6% 97.34
Range 2.16 1.33 -0.83 -38.4% 3.00
ATR 1.41 1.40 -0.01 -0.4% 0.00
Volume 47,683 61,326 13,643 28.6% 318,806
Daily Pivots for day following 19-Feb-2013
Classic Woodie Camarilla DeMark
R4 101.51 101.05 98.65
R3 100.18 99.72 98.29
R2 98.85 98.85 98.16
R1 98.39 98.39 98.04 98.62
PP 97.52 97.52 97.52 97.64
S1 97.06 97.06 97.80 97.29
S2 96.19 96.19 97.68
S3 94.86 95.73 97.55
S4 93.53 94.40 97.19
Weekly Pivots for week ending 15-Feb-2013
Classic Woodie Camarilla DeMark
R4 106.79 105.07 98.99
R3 103.79 102.07 98.17
R2 100.79 100.79 97.89
R1 99.07 99.07 97.62 98.43
PP 97.79 97.79 97.79 97.48
S1 96.07 96.07 97.07 95.43
S2 94.79 94.79 96.79
S3 91.79 93.07 96.52
S4 88.79 90.07 95.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.52 96.66 2.86 2.9% 1.34 1.4% 44% False True 62,424
10 99.52 96.42 3.10 3.2% 1.45 1.5% 48% False False 68,003
20 99.52 96.27 3.25 3.3% 1.40 1.4% 51% False False 68,553
40 99.52 90.06 9.46 9.7% 1.35 1.4% 83% False False 53,618
60 99.52 88.00 11.52 11.8% 1.36 1.4% 86% False False 45,075
80 99.52 87.22 12.30 12.6% 1.49 1.5% 87% False False 40,054
100 99.52 87.22 12.30 12.6% 1.60 1.6% 87% False False 36,693
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 0.43
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 103.64
2.618 101.47
1.618 100.14
1.000 99.32
0.618 98.81
HIGH 97.99
0.618 97.48
0.500 97.33
0.382 97.17
LOW 96.66
0.618 95.84
1.000 95.33
1.618 94.51
2.618 93.18
4.250 91.01
Fisher Pivots for day following 19-Feb-2013
Pivot 1 day 3 day
R1 97.72 97.92
PP 97.52 97.92
S1 97.33 97.92

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

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