NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 12-Apr-2013
Day Change Summary
Previous Current
11-Apr-2013 12-Apr-2013 Change Change % Previous Week
Open 95.04 94.07 -0.97 -1.0% 93.34
High 95.18 94.07 -1.11 -1.2% 95.36
Low 93.64 90.92 -2.72 -2.9% 90.92
Close 94.11 91.88 -2.23 -2.4% 91.88
Range 1.54 3.15 1.61 104.5% 4.44
ATR 1.60 1.71 0.11 7.1% 0.00
Volume 47,861 40,298 -7,563 -15.8% 241,635
Daily Pivots for day following 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 101.74 99.96 93.61
R3 98.59 96.81 92.75
R2 95.44 95.44 92.46
R1 93.66 93.66 92.17 92.98
PP 92.29 92.29 92.29 91.95
S1 90.51 90.51 91.59 89.83
S2 89.14 89.14 91.30
S3 85.99 87.36 91.01
S4 82.84 84.21 90.15
Weekly Pivots for week ending 12-Apr-2013
Classic Woodie Camarilla DeMark
R4 106.04 103.40 94.32
R3 101.60 98.96 93.10
R2 97.16 97.16 92.69
R1 94.52 94.52 92.29 93.62
PP 92.72 92.72 92.72 92.27
S1 90.08 90.08 91.47 89.18
S2 88.28 88.28 91.07
S3 83.84 85.64 90.66
S4 79.40 81.20 89.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.36 90.92 4.44 4.8% 1.78 1.9% 22% False True 48,327
10 98.22 90.92 7.30 7.9% 1.89 2.1% 13% False True 50,741
20 98.22 90.92 7.30 7.9% 1.70 1.8% 13% False True 42,778
40 99.44 90.56 8.88 9.7% 1.56 1.7% 15% False False 33,056
60 99.77 90.56 9.21 10.0% 1.47 1.6% 14% False False 30,740
80 99.77 89.54 10.23 11.1% 1.37 1.5% 23% False False 25,586
100 99.77 88.48 11.29 12.3% 1.32 1.4% 30% False False 21,476
120 99.77 87.76 12.01 13.1% 1.33 1.4% 34% False False 18,517
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 0.30
Widest range in 106 trading days
Fibonacci Retracements and Extensions
4.250 107.46
2.618 102.32
1.618 99.17
1.000 97.22
0.618 96.02
HIGH 94.07
0.618 92.87
0.500 92.50
0.382 92.12
LOW 90.92
0.618 88.97
1.000 87.77
1.618 85.82
2.618 82.67
4.250 77.53
Fisher Pivots for day following 12-Apr-2013
Pivot 1 day 3 day
R1 92.50 93.14
PP 92.29 92.72
S1 92.09 92.30

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

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