NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 13-Mar-2013
Day Change Summary
Previous Current
12-Mar-2013 13-Mar-2013 Change Change % Previous Week
Open 92.75 93.21 0.46 0.5% 91.59
High 94.22 94.02 -0.20 -0.2% 92.87
Low 92.43 92.53 0.10 0.1% 90.23
Close 93.20 93.13 -0.07 -0.1% 92.79
Range 1.79 1.49 -0.30 -16.8% 2.64
ATR 1.50 1.50 0.00 0.0% 0.00
Volume 40,104 86,105 46,001 114.7% 306,931
Daily Pivots for day following 13-Mar-2013
Classic Woodie Camarilla DeMark
R4 97.70 96.90 93.95
R3 96.21 95.41 93.54
R2 94.72 94.72 93.40
R1 93.92 93.92 93.27 93.58
PP 93.23 93.23 93.23 93.05
S1 92.43 92.43 92.99 92.09
S2 91.74 91.74 92.86
S3 90.25 90.94 92.72
S4 88.76 89.45 92.31
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 94.22 91.14 3.08 3.3% 1.41 1.5% 65% False False 67,767
10 94.22 90.23 3.99 4.3% 1.44 1.5% 73% False False 58,775
20 99.52 90.23 9.29 10.0% 1.56 1.7% 31% False False 57,547
40 99.52 90.23 9.29 10.0% 1.47 1.6% 31% False False 63,186
60 99.52 88.78 10.74 11.5% 1.40 1.5% 41% False False 53,359
80 99.52 87.90 11.62 12.5% 1.44 1.5% 45% False False 46,834
100 99.52 87.22 12.30 13.2% 1.54 1.7% 48% False False 42,051
120 99.52 87.22 12.30 13.2% 1.60 1.7% 48% False False 39,037
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 0.32
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.35
2.618 97.92
1.618 96.43
1.000 95.51
0.618 94.94
HIGH 94.02
0.618 93.45
0.500 93.28
0.382 93.10
LOW 92.53
0.618 91.61
1.000 91.04
1.618 90.12
2.618 88.63
4.250 86.20
Fisher Pivots for day following 13-Mar-2013
Pivot 1 day 3 day
R1 93.28 93.08
PP 93.23 93.03
S1 93.18 92.98

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

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