NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 29-Apr-2013
Day Change Summary
Previous Current
26-Apr-2013 29-Apr-2013 Change Change % Previous Week
Open 93.50 93.03 -0.47 -0.5% 88.44
High 93.84 94.89 1.05 1.1% 94.11
Low 92.34 92.67 0.33 0.4% 87.94
Close 93.25 94.72 1.47 1.6% 93.25
Range 1.50 2.22 0.72 48.0% 6.17
ATR 2.03 2.05 0.01 0.7% 0.00
Volume 53,461 41,460 -12,001 -22.4% 266,152
Daily Pivots for day following 29-Apr-2013
Classic Woodie Camarilla DeMark
R4 100.75 99.96 95.94
R3 98.53 97.74 95.33
R2 96.31 96.31 95.13
R1 95.52 95.52 94.92 95.92
PP 94.09 94.09 94.09 94.29
S1 93.30 93.30 94.52 93.70
S2 91.87 91.87 94.31
S3 89.65 91.08 94.11
S4 87.43 88.86 93.50
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 110.28 107.93 96.64
R3 104.11 101.76 94.95
R2 97.94 97.94 94.38
R1 95.59 95.59 93.82 96.77
PP 91.77 91.77 91.77 92.35
S1 89.42 89.42 92.68 90.60
S2 85.60 85.60 92.12
S3 79.43 83.25 91.55
S4 73.26 77.08 89.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.89 88.09 6.80 7.2% 2.13 2.2% 98% True False 52,662
10 94.89 86.16 8.73 9.2% 2.23 2.4% 98% True False 55,979
20 97.93 86.16 11.77 12.4% 2.15 2.3% 73% False False 56,153
40 98.22 86.16 12.06 12.7% 1.80 1.9% 71% False False 43,661
60 99.77 86.16 13.61 14.4% 1.68 1.8% 63% False False 37,590
80 99.77 86.16 13.61 14.4% 1.54 1.6% 63% False False 32,641
100 99.77 86.16 13.61 14.4% 1.44 1.5% 63% False False 27,424
120 99.77 86.16 13.61 14.4% 1.43 1.5% 63% False False 23,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.48
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 104.33
2.618 100.70
1.618 98.48
1.000 97.11
0.618 96.26
HIGH 94.89
0.618 94.04
0.500 93.78
0.382 93.52
LOW 92.67
0.618 91.30
1.000 90.45
1.618 89.08
2.618 86.86
4.250 83.24
Fisher Pivots for day following 29-Apr-2013
Pivot 1 day 3 day
R1 94.41 94.19
PP 94.09 93.67
S1 93.78 93.14

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

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