NYMEX Light Sweet Crude Oil Future June 2013


Trading Metrics calculated at close of trading on 09-May-2013
Day Change Summary
Previous Current
08-May-2013 09-May-2013 Change Change % Previous Week
Open 95.56 96.60 1.04 1.1% 92.70
High 96.77 96.77 0.00 0.0% 96.04
Low 95.24 95.35 0.11 0.1% 90.11
Close 96.62 96.39 -0.23 -0.2% 95.61
Range 1.53 1.42 -0.11 -7.2% 5.93
ATR 2.17 2.11 -0.05 -2.5% 0.00
Volume 276,315 272,196 -4,119 -1.5% 1,432,819
Daily Pivots for day following 09-May-2013
Classic Woodie Camarilla DeMark
R4 100.43 99.83 97.17
R3 99.01 98.41 96.78
R2 97.59 97.59 96.65
R1 96.99 96.99 96.52 96.58
PP 96.17 96.17 96.17 95.97
S1 95.57 95.57 96.26 95.16
S2 94.75 94.75 96.13
S3 93.33 94.15 96.00
S4 91.91 92.73 95.61
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 111.71 109.59 98.87
R3 105.78 103.66 97.24
R2 99.85 99.85 96.70
R1 97.73 97.73 96.15 98.79
PP 93.92 93.92 93.92 94.45
S1 91.80 91.80 95.07 92.86
S2 87.99 87.99 94.52
S3 82.06 85.87 93.98
S4 76.13 79.94 92.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.17 93.56 3.61 3.7% 1.82 1.9% 78% False False 275,435
10 97.17 90.11 7.06 7.3% 2.14 2.2% 89% False False 275,344
20 97.17 85.90 11.27 11.7% 2.37 2.5% 93% False False 244,117
40 98.06 85.90 12.16 12.6% 2.00 2.1% 86% False False 163,348
60 99.52 85.90 13.62 14.1% 1.85 1.9% 77% False False 127,872
80 99.52 85.90 13.62 14.1% 1.73 1.8% 77% False False 112,709
100 99.52 85.90 13.62 14.1% 1.64 1.7% 77% False False 96,952
120 99.52 85.90 13.62 14.1% 1.63 1.7% 77% False False 85,192
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.81
2.618 100.49
1.618 99.07
1.000 98.19
0.618 97.65
HIGH 96.77
0.618 96.23
0.500 96.06
0.382 95.89
LOW 95.35
0.618 94.47
1.000 93.93
1.618 93.05
2.618 91.63
4.250 89.32
Fisher Pivots for day following 09-May-2013
Pivot 1 day 3 day
R1 96.28 96.21
PP 96.17 96.03
S1 96.06 95.85

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

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