NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 30-Apr-2013
Day Change Summary
Previous Current
29-Apr-2013 30-Apr-2013 Change Change % Previous Week
Open 92.70 94.42 1.72 1.9% 88.20
High 94.69 94.62 -0.07 -0.1% 93.87
Low 92.43 92.86 0.43 0.5% 87.69
Close 94.50 93.46 -1.04 -1.1% 93.00
Range 2.26 1.76 -0.50 -22.1% 6.18
ATR 2.09 2.07 -0.02 -1.1% 0.00
Volume 214,608 277,499 62,891 29.3% 1,296,354
Daily Pivots for day following 30-Apr-2013
Classic Woodie Camarilla DeMark
R4 98.93 97.95 94.43
R3 97.17 96.19 93.94
R2 95.41 95.41 93.78
R1 94.43 94.43 93.62 94.04
PP 93.65 93.65 93.65 93.45
S1 92.67 92.67 93.30 92.28
S2 91.89 91.89 93.14
S3 90.13 90.91 92.98
S4 88.37 89.15 92.49
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 110.06 107.71 96.40
R3 103.88 101.53 94.70
R2 97.70 97.70 94.13
R1 95.35 95.35 93.57 96.53
PP 91.52 91.52 91.52 92.11
S1 89.17 89.17 92.43 90.35
S2 85.34 85.34 91.87
S3 79.16 82.99 91.30
S4 72.98 76.81 89.60
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.69 89.21 5.48 5.9% 2.16 2.3% 78% False False 252,186
10 94.69 85.90 8.79 9.4% 2.16 2.3% 86% False False 244,078
20 97.74 85.90 11.84 12.7% 2.23 2.4% 64% False False 179,504
40 98.06 85.90 12.16 13.0% 1.85 2.0% 62% False False 122,842
60 99.52 85.90 13.62 14.6% 1.77 1.9% 56% False False 103,642
80 99.52 85.90 13.62 14.6% 1.63 1.7% 56% False False 91,275
100 99.52 85.90 13.62 14.6% 1.58 1.7% 56% False False 78,680
120 99.52 85.90 13.62 14.6% 1.63 1.7% 56% False False 69,828
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.10
2.618 99.23
1.618 97.47
1.000 96.38
0.618 95.71
HIGH 94.62
0.618 93.95
0.500 93.74
0.382 93.53
LOW 92.86
0.618 91.77
1.000 91.10
1.618 90.01
2.618 88.25
4.250 85.38
Fisher Pivots for day following 30-Apr-2013
Pivot 1 day 3 day
R1 93.74 93.43
PP 93.65 93.40
S1 93.55 93.38

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

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