NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 22-Mar-2013
Day Change Summary
Previous Current
21-Mar-2013 22-Mar-2013 Change Change % Previous Week
Open 93.60 92.68 -0.92 -1.0% 94.08
High 93.74 94.15 0.41 0.4% 94.72
Low 92.15 92.64 0.49 0.5% 92.15
Close 92.77 93.96 1.19 1.3% 93.96
Range 1.59 1.51 -0.08 -5.0% 2.57
ATR 1.50 1.50 0.00 0.0% 0.00
Volume 51,374 70,220 18,846 36.7% 319,066
Daily Pivots for day following 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.11 97.55 94.79
R3 96.60 96.04 94.38
R2 95.09 95.09 94.24
R1 94.53 94.53 94.10 94.81
PP 93.58 93.58 93.58 93.73
S1 93.02 93.02 93.82 93.30
S2 92.07 92.07 93.68
S3 90.56 91.51 93.54
S4 89.05 90.00 93.13
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 101.32 100.21 95.37
R3 98.75 97.64 94.67
R2 96.18 96.18 94.43
R1 95.07 95.07 94.20 94.34
PP 93.61 93.61 93.61 93.25
S1 92.50 92.50 93.72 91.77
S2 91.04 91.04 93.49
S3 88.47 89.93 93.25
S4 85.90 87.36 92.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.72 92.15 2.57 2.7% 1.69 1.8% 70% False False 63,813
10 94.72 91.74 2.98 3.2% 1.49 1.6% 74% False False 64,998
20 95.30 90.23 5.07 5.4% 1.48 1.6% 74% False False 60,036
40 99.52 90.23 9.29 9.9% 1.49 1.6% 40% False False 63,864
60 99.52 90.23 9.29 9.9% 1.44 1.5% 40% False False 57,284
80 99.52 88.00 11.52 12.3% 1.42 1.5% 52% False False 50,385
100 99.52 87.22 12.30 13.1% 1.50 1.6% 55% False False 45,115
120 99.52 87.22 12.30 13.1% 1.59 1.7% 55% False False 41,557
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 True
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 100.57
2.618 98.10
1.618 96.59
1.000 95.66
0.618 95.08
HIGH 94.15
0.618 93.57
0.500 93.40
0.382 93.22
LOW 92.64
0.618 91.71
1.000 91.13
1.618 90.20
2.618 88.69
4.250 86.22
Fisher Pivots for day following 22-Mar-2013
Pivot 1 day 3 day
R1 93.77 93.69
PP 93.58 93.42
S1 93.40 93.15

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

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