NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 09-Apr-2013
Day Change Summary
Previous Current
08-Apr-2013 09-Apr-2013 Change Change % Previous Week
Open 93.12 93.79 0.67 0.7% 97.52
High 94.06 94.78 0.72 0.8% 98.06
Low 92.77 93.18 0.41 0.4% 92.22
Close 93.68 94.51 0.83 0.9% 93.01
Range 1.29 1.60 0.31 24.0% 5.84
ATR 1.67 1.66 0.00 -0.3% 0.00
Volume 110,869 84,339 -26,530 -23.9% 484,644
Daily Pivots for day following 09-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.96 98.33 95.39
R3 97.36 96.73 94.95
R2 95.76 95.76 94.80
R1 95.13 95.13 94.66 95.45
PP 94.16 94.16 94.16 94.31
S1 93.53 93.53 94.36 93.85
S2 92.56 92.56 94.22
S3 90.96 91.93 94.07
S4 89.36 90.33 93.63
Weekly Pivots for week ending 05-Apr-2013
Classic Woodie Camarilla DeMark
R4 111.95 108.32 96.22
R3 106.11 102.48 94.62
R2 100.27 100.27 94.08
R1 96.64 96.64 93.55 95.54
PP 94.43 94.43 94.43 93.88
S1 90.80 90.80 92.47 89.70
S2 88.59 88.59 91.94
S3 82.75 84.96 91.40
S4 76.91 79.12 89.80
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.23 92.22 5.01 5.3% 1.99 2.1% 46% False False 107,200
10 98.06 92.22 5.84 6.2% 1.74 1.8% 39% False False 91,836
20 98.06 92.15 5.91 6.3% 1.65 1.7% 40% False False 79,333
40 99.52 90.23 9.29 9.8% 1.60 1.7% 46% False False 68,825
60 99.52 90.23 9.29 9.8% 1.52 1.6% 46% False False 68,366
80 99.52 88.30 11.22 11.9% 1.45 1.5% 55% False False 59,133
100 99.52 87.90 11.62 12.3% 1.48 1.6% 57% False False 52,550
120 99.52 87.22 12.30 13.0% 1.55 1.6% 59% False False 47,614
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.58
2.618 98.97
1.618 97.37
1.000 96.38
0.618 95.77
HIGH 94.78
0.618 94.17
0.500 93.98
0.382 93.79
LOW 93.18
0.618 92.19
1.000 91.58
1.618 90.59
2.618 88.99
4.250 86.38
Fisher Pivots for day following 09-Apr-2013
Pivot 1 day 3 day
R1 94.33 94.17
PP 94.16 93.84
S1 93.98 93.50

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

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