NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 24-Apr-2013
Day Change Summary
Previous Current
23-Apr-2013 24-Apr-2013 Change Change % Previous Week
Open 89.28 89.60 0.32 0.4% 91.36
High 89.60 91.72 2.12 2.4% 91.36
Low 87.80 89.21 1.41 1.6% 85.90
Close 89.18 91.43 2.25 2.5% 88.27
Range 1.80 2.51 0.71 39.4% 5.46
ATR 2.03 2.07 0.04 1.8% 0.00
Volume 288,801 257,736 -31,065 -10.8% 984,196
Daily Pivots for day following 24-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.32 97.38 92.81
R3 95.81 94.87 92.12
R2 93.30 93.30 91.89
R1 92.36 92.36 91.66 92.83
PP 90.79 90.79 90.79 91.02
S1 89.85 89.85 91.20 90.32
S2 88.28 88.28 90.97
S3 85.77 87.34 90.74
S4 83.26 84.83 90.05
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.89 102.04 91.27
R3 99.43 96.58 89.77
R2 93.97 93.97 89.27
R1 91.12 91.12 88.77 89.82
PP 88.51 88.51 88.51 87.86
S1 85.66 85.66 87.77 84.36
S2 83.05 83.05 87.27
S3 77.59 80.20 86.77
S4 72.13 74.74 85.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.72 85.90 5.82 6.4% 2.04 2.2% 95% True False 250,382
10 94.96 85.90 9.06 9.9% 2.48 2.7% 61% False False 196,379
20 98.06 85.90 12.16 13.3% 2.11 2.3% 45% False False 144,107
40 98.06 85.90 12.16 13.3% 1.78 2.0% 45% False False 102,616
60 99.52 85.90 13.62 14.9% 1.71 1.9% 41% False False 90,368
80 99.52 85.90 13.62 14.9% 1.60 1.8% 41% False False 79,822
100 99.52 85.90 13.62 14.9% 1.56 1.7% 41% False False 69,662
120 99.52 85.90 13.62 14.9% 1.60 1.8% 41% False False 62,009
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 102.39
2.618 98.29
1.618 95.78
1.000 94.23
0.618 93.27
HIGH 91.72
0.618 90.76
0.500 90.47
0.382 90.17
LOW 89.21
0.618 87.66
1.000 86.70
1.618 85.15
2.618 82.64
4.250 78.54
Fisher Pivots for day following 24-Apr-2013
Pivot 1 day 3 day
R1 91.11 90.86
PP 90.79 90.28
S1 90.47 89.71

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

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