NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 15-Apr-2013
Day Change Summary
Previous Current
12-Apr-2013 15-Apr-2013 Change Change % Previous Week
Open 93.85 91.36 -2.49 -2.7% 93.12
High 93.85 91.36 -2.49 -2.7% 94.96
Low 90.62 87.53 -3.09 -3.4% 90.62
Close 91.61 89.03 -2.58 -2.8% 91.61
Range 3.23 3.83 0.60 18.6% 4.34
ATR 1.77 1.93 0.17 9.3% 0.00
Volume 89,322 156,022 66,700 74.7% 389,538
Daily Pivots for day following 15-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.80 98.74 91.14
R3 96.97 94.91 90.08
R2 93.14 93.14 89.73
R1 91.08 91.08 89.38 90.20
PP 89.31 89.31 89.31 88.86
S1 87.25 87.25 88.68 86.37
S2 85.48 85.48 88.33
S3 81.65 83.42 87.98
S4 77.82 79.59 86.92
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 105.42 102.85 94.00
R3 101.08 98.51 92.80
R2 96.74 96.74 92.41
R1 94.17 94.17 92.01 93.29
PP 92.40 92.40 92.40 91.95
S1 89.83 89.83 91.21 88.95
S2 88.06 88.06 90.81
S3 83.72 85.49 90.42
S4 79.38 81.15 89.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.96 87.53 7.43 8.3% 2.31 2.6% 20% False True 109,112
10 98.06 87.53 10.53 11.8% 2.20 2.5% 14% False True 103,020
20 98.06 87.53 10.53 11.8% 1.86 2.1% 14% False True 85,296
40 99.18 87.53 11.65 13.1% 1.71 1.9% 13% False True 72,483
60 99.52 87.53 11.99 13.5% 1.60 1.8% 13% False True 71,560
80 99.52 87.53 11.99 13.5% 1.52 1.7% 13% False True 62,368
100 99.52 87.53 11.99 13.5% 1.52 1.7% 13% False True 55,257
120 99.52 87.22 12.30 13.8% 1.59 1.8% 15% False False 49,951
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 107.64
2.618 101.39
1.618 97.56
1.000 95.19
0.618 93.73
HIGH 91.36
0.618 89.90
0.500 89.45
0.382 88.99
LOW 87.53
0.618 85.16
1.000 83.70
1.618 81.33
2.618 77.50
4.250 71.25
Fisher Pivots for day following 15-Apr-2013
Pivot 1 day 3 day
R1 89.45 91.25
PP 89.31 90.51
S1 89.17 89.77

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

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