NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 97.52 97.21 -0.31 -0.3% 93.98
High 98.06 97.74 -0.32 -0.3% 97.60
Low 96.21 96.22 0.01 0.0% 93.95
Close 97.38 97.50 0.12 0.1% 97.49
Range 1.85 1.52 -0.33 -17.8% 3.65
ATR 1.52 1.52 0.00 0.0% 0.00
Volume 56,743 87,106 30,363 53.5% 309,957
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.71 101.13 98.34
R3 100.19 99.61 97.92
R2 98.67 98.67 97.78
R1 98.09 98.09 97.64 98.38
PP 97.15 97.15 97.15 97.30
S1 96.57 96.57 97.36 96.86
S2 95.63 95.63 97.22
S3 94.11 95.05 97.08
S4 92.59 93.53 96.66
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 107.30 106.04 99.50
R3 103.65 102.39 98.49
R2 100.00 100.00 98.16
R1 98.74 98.74 97.82 99.37
PP 96.35 96.35 96.35 96.66
S1 95.09 95.09 97.16 95.72
S2 92.70 92.70 96.82
S3 89.05 91.44 96.49
S4 85.40 87.79 95.48
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.06 94.97 3.09 3.2% 1.48 1.5% 82% False False 76,471
10 98.06 92.15 5.91 6.1% 1.57 1.6% 91% False False 72,007
20 98.06 90.46 7.60 7.8% 1.47 1.5% 93% False False 68,002
40 99.52 90.23 9.29 9.5% 1.54 1.6% 78% False False 65,650
60 99.52 90.23 9.29 9.5% 1.45 1.5% 78% False False 62,551
80 99.52 88.00 11.52 11.8% 1.42 1.5% 82% False False 54,262
100 99.52 87.22 12.30 12.6% 1.51 1.5% 84% False False 48,466
120 99.52 87.22 12.30 12.6% 1.55 1.6% 84% False False 44,234
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.20
2.618 101.72
1.618 100.20
1.000 99.26
0.618 98.68
HIGH 97.74
0.618 97.16
0.500 96.98
0.382 96.80
LOW 96.22
0.618 95.28
1.000 94.70
1.618 93.76
2.618 92.24
4.250 89.76
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 97.33 97.38
PP 97.15 97.26
S1 96.98 97.14

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

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