NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 06-Mar-2013
Day Change Summary
Previous Current
05-Mar-2013 06-Mar-2013 Change Change % Previous Week
Open 91.10 91.61 0.51 0.6% 94.09
High 91.86 92.01 0.15 0.2% 95.30
Low 90.91 90.46 -0.45 -0.5% 90.92
Close 91.69 91.30 -0.39 -0.4% 91.55
Range 0.95 1.55 0.60 63.2% 4.38
ATR 1.53 1.53 0.00 0.1% 0.00
Volume 42,024 54,714 12,690 30.2% 243,813
Daily Pivots for day following 06-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.91 95.15 92.15
R3 94.36 93.60 91.73
R2 92.81 92.81 91.58
R1 92.05 92.05 91.44 91.66
PP 91.26 91.26 91.26 91.06
S1 90.50 90.50 91.16 90.11
S2 89.71 89.71 91.02
S3 88.16 88.95 90.87
S4 86.61 87.40 90.45
Weekly Pivots for week ending 01-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.73 103.02 93.96
R3 101.35 98.64 92.75
R2 96.97 96.97 92.35
R1 94.26 94.26 91.95 93.43
PP 92.59 92.59 92.59 92.17
S1 89.88 89.88 91.15 89.05
S2 88.21 88.21 90.75
S3 83.83 85.50 90.35
S4 79.45 81.12 89.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.88 90.23 3.65 4.0% 1.47 1.6% 29% False False 49,783
10 95.63 90.23 5.40 5.9% 1.52 1.7% 20% False False 52,441
20 99.52 90.23 9.29 10.2% 1.59 1.7% 12% False False 60,381
40 99.52 90.23 9.29 10.2% 1.44 1.6% 12% False False 60,245
60 99.52 88.00 11.52 12.6% 1.38 1.5% 29% False False 50,276
80 99.52 87.38 12.14 13.3% 1.45 1.6% 32% False False 44,115
100 99.52 87.22 12.30 13.5% 1.54 1.7% 33% False False 39,907
120 101.40 87.22 14.18 15.5% 1.66 1.8% 29% False False 37,458
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 98.60
2.618 96.07
1.618 94.52
1.000 93.56
0.618 92.97
HIGH 92.01
0.618 91.42
0.500 91.24
0.382 91.05
LOW 90.46
0.618 89.50
1.000 88.91
1.618 87.95
2.618 86.40
4.250 83.87
Fisher Pivots for day following 06-Mar-2013
Pivot 1 day 3 day
R1 91.28 91.24
PP 91.26 91.18
S1 91.24 91.12

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

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