NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 08-Mar-2013
Day Change Summary
Previous Current
07-Mar-2013 08-Mar-2013 Change Change % Previous Week
Open 91.32 92.30 0.98 1.1% 91.59
High 92.53 92.87 0.34 0.4% 92.87
Low 91.14 91.69 0.55 0.6% 90.23
Close 92.40 92.79 0.39 0.4% 92.79
Range 1.39 1.18 -0.21 -15.1% 2.64
ATR 1.52 1.50 -0.02 -1.6% 0.00
Volume 62,872 96,642 33,770 53.7% 306,931
Daily Pivots for day following 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 95.99 95.57 93.44
R3 94.81 94.39 93.11
R2 93.63 93.63 93.01
R1 93.21 93.21 92.90 93.42
PP 92.45 92.45 92.45 92.56
S1 92.03 92.03 92.68 92.24
S2 91.27 91.27 92.57
S3 90.09 90.85 92.47
S4 88.91 89.67 92.14
Weekly Pivots for week ending 08-Mar-2013
Classic Woodie Camarilla DeMark
R4 99.88 98.98 94.24
R3 97.24 96.34 93.52
R2 94.60 94.60 93.27
R1 93.70 93.70 93.03 94.15
PP 91.96 91.96 91.96 92.19
S1 91.06 91.06 92.55 91.51
S2 89.32 89.32 92.31
S3 86.68 88.42 92.06
S4 84.04 85.78 91.34
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.87 90.23 2.64 2.8% 1.32 1.4% 97% True False 61,386
10 95.30 90.23 5.07 5.5% 1.47 1.6% 50% False False 55,074
20 99.52 90.23 9.29 10.0% 1.55 1.7% 28% False False 60,357
40 99.52 90.23 9.29 10.0% 1.46 1.6% 28% False False 62,499
60 99.52 88.00 11.52 12.4% 1.38 1.5% 42% False False 51,926
80 99.52 87.90 11.62 12.5% 1.44 1.5% 42% False False 45,455
100 99.52 87.22 12.30 13.3% 1.54 1.7% 45% False False 40,957
120 100.60 87.22 13.38 14.4% 1.65 1.8% 42% False False 38,282
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 97.89
2.618 95.96
1.618 94.78
1.000 94.05
0.618 93.60
HIGH 92.87
0.618 92.42
0.500 92.28
0.382 92.14
LOW 91.69
0.618 90.96
1.000 90.51
1.618 89.78
2.618 88.60
4.250 86.68
Fisher Pivots for day following 08-Mar-2013
Pivot 1 day 3 day
R1 92.62 92.42
PP 92.45 92.04
S1 92.28 91.67

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

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