NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 14-Mar-2013
Day Change Summary
Previous Current
13-Mar-2013 14-Mar-2013 Change Change % Previous Week
Open 93.21 93.07 -0.14 -0.2% 91.59
High 94.02 93.80 -0.22 -0.2% 92.87
Low 92.53 92.63 0.10 0.1% 90.23
Close 93.13 93.62 0.49 0.5% 92.79
Range 1.49 1.17 -0.32 -21.5% 2.64
ATR 1.50 1.48 -0.02 -1.6% 0.00
Volume 86,105 104,889 18,784 21.8% 306,931
Daily Pivots for day following 14-Mar-2013
Classic Woodie Camarilla DeMark
R4 96.86 96.41 94.26
R3 95.69 95.24 93.94
R2 94.52 94.52 93.83
R1 94.07 94.07 93.73 94.30
PP 93.35 93.35 93.35 93.46
S1 92.90 92.90 93.51 93.13
S2 92.18 92.18 93.41
S3 91.01 91.73 93.30
S4 89.84 90.56 92.98
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 91.69 2.53 2.7% 1.37 1.5% 76% False False 76,170
10 94.22 90.23 3.99 4.3% 1.41 1.5% 85% False False 63,969
20 99.18 90.23 8.95 9.6% 1.55 1.7% 38% False False 59,670
40 99.52 90.23 9.29 9.9% 1.47 1.6% 36% False False 64,692
60 99.52 89.13 10.39 11.1% 1.40 1.5% 43% False False 54,726
80 99.52 87.97 11.55 12.3% 1.43 1.5% 49% False False 47,747
100 99.52 87.22 12.30 13.1% 1.54 1.6% 52% False False 42,882
120 99.52 87.22 12.30 13.1% 1.59 1.7% 52% False False 39,640
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 98.77
2.618 96.86
1.618 95.69
1.000 94.97
0.618 94.52
HIGH 93.80
0.618 93.35
0.500 93.22
0.382 93.08
LOW 92.63
0.618 91.91
1.000 91.46
1.618 90.74
2.618 89.57
4.250 87.66
Fisher Pivots for day following 14-Mar-2013
Pivot 1 day 3 day
R1 93.49 93.52
PP 93.35 93.42
S1 93.22 93.33

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

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