NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 11-Apr-2013
Day Change Summary
Previous Current
09-Apr-2013 11-Apr-2013 Change Change % Previous Week
Open 93.79 94.90 1.11 1.2% 97.52
High 94.78 94.96 0.18 0.2% 98.06
Low 93.18 93.38 0.20 0.2% 92.22
Close 94.51 93.85 -0.66 -0.7% 93.01
Range 1.60 1.58 -0.02 -1.3% 5.84
ATR 1.66 1.66 -0.01 -0.4% 0.00
Volume 84,339 105,008 20,669 24.5% 484,644
Daily Pivots for day following 11-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.80 97.91 94.72
R3 97.22 96.33 94.28
R2 95.64 95.64 94.14
R1 94.75 94.75 93.99 94.41
PP 94.06 94.06 94.06 93.89
S1 93.17 93.17 93.71 92.83
S2 92.48 92.48 93.56
S3 90.90 91.59 93.42
S4 89.32 90.01 92.98
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 95.13 92.22 2.91 3.1% 1.76 1.9% 56% False False 109,239
10 98.06 92.22 5.84 6.2% 1.72 1.8% 28% False False 92,413
20 98.06 92.15 5.91 6.3% 1.64 1.7% 29% False False 82,579
40 99.52 90.23 9.29 9.9% 1.59 1.7% 39% False False 69,750
60 99.52 90.23 9.29 9.9% 1.52 1.6% 39% False False 68,906
80 99.52 88.30 11.22 12.0% 1.45 1.5% 49% False False 60,160
100 99.52 87.90 11.62 12.4% 1.48 1.6% 51% False False 53,407
120 99.52 87.22 12.30 13.1% 1.56 1.7% 54% False False 48,245
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 False
Bear Hook False
Bull Hook True
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 101.68
2.618 99.10
1.618 97.52
1.000 96.54
0.618 95.94
HIGH 94.96
0.618 94.36
0.500 94.17
0.382 93.98
LOW 93.38
0.618 92.40
1.000 91.80
1.618 90.82
2.618 89.24
4.250 86.67
Fisher Pivots for day following 11-Apr-2013
Pivot 1 day 3 day
R1 94.17 93.87
PP 94.06 93.86
S1 93.96 93.86

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

View Archives - Comment on this page... - Back to Index of Symbols