NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 25-Apr-2013
Day Change Summary
Previous Current
24-Apr-2013 25-Apr-2013 Change Change % Previous Week
Open 89.60 91.58 1.98 2.2% 91.36
High 91.72 93.87 2.15 2.3% 91.36
Low 89.21 91.11 1.90 2.1% 85.90
Close 91.43 93.64 2.21 2.4% 88.27
Range 2.51 2.76 0.25 10.0% 5.46
ATR 2.07 2.12 0.05 2.4% 0.00
Volume 257,736 270,121 12,385 4.8% 984,196
Daily Pivots for day following 25-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.15 100.16 95.16
R3 98.39 97.40 94.40
R2 95.63 95.63 94.15
R1 94.64 94.64 93.89 95.14
PP 92.87 92.87 92.87 93.12
S1 91.88 91.88 93.39 92.38
S2 90.11 90.11 93.13
S3 87.35 89.12 92.88
S4 84.59 86.36 92.12
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 93.87 87.69 6.18 6.6% 2.02 2.2% 96% True False 257,390
10 93.87 85.90 7.97 8.5% 2.60 2.8% 97% True False 212,890
20 98.06 85.90 12.16 13.0% 2.16 2.3% 64% False False 152,651
40 98.06 85.90 12.16 13.0% 1.82 1.9% 64% False False 107,987
60 99.52 85.90 13.62 14.5% 1.73 1.8% 57% False False 94,173
80 99.52 85.90 13.62 14.5% 1.62 1.7% 57% False False 82,830
100 99.52 85.90 13.62 14.5% 1.57 1.7% 57% False False 72,195
120 99.52 85.90 13.62 14.5% 1.62 1.7% 57% False False 64,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.60
2.618 101.10
1.618 98.34
1.000 96.63
0.618 95.58
HIGH 93.87
0.618 92.82
0.500 92.49
0.382 92.16
LOW 91.11
0.618 89.40
1.000 88.35
1.618 86.64
2.618 83.88
4.250 79.38
Fisher Pivots for day following 25-Apr-2013
Pivot 1 day 3 day
R1 93.26 92.71
PP 92.87 91.77
S1 92.49 90.84

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

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