NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 94.59 93.29 -1.30 -1.4% 88.44
High 94.83 93.44 -1.39 -1.5% 94.11
Low 93.08 90.32 -2.76 -3.0% 87.94
Close 93.68 91.24 -2.44 -2.6% 93.25
Range 1.75 3.12 1.37 78.3% 6.17
ATR 2.03 2.12 0.10 4.7% 0.00
Volume 51,635 85,378 33,743 65.3% 266,152
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 101.03 99.25 92.96
R3 97.91 96.13 92.10
R2 94.79 94.79 91.81
R1 93.01 93.01 91.53 92.34
PP 91.67 91.67 91.67 91.33
S1 89.89 89.89 90.95 89.22
S2 88.55 88.55 90.67
S3 85.43 86.77 90.38
S4 82.31 83.65 89.52
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 90.32 4.57 5.0% 2.26 2.5% 20% False True 55,189
10 94.89 86.16 8.73 9.6% 2.13 2.3% 58% False False 56,464
20 95.36 86.16 9.20 10.1% 2.19 2.4% 55% False False 58,240
40 98.22 86.16 12.06 13.2% 1.85 2.0% 42% False False 46,177
60 99.77 86.16 13.61 14.9% 1.71 1.9% 37% False False 38,386
80 99.77 86.16 13.61 14.9% 1.58 1.7% 37% False False 33,990
100 99.77 86.16 13.61 14.9% 1.47 1.6% 37% False False 28,721
120 99.77 86.16 13.61 14.9% 1.44 1.6% 37% False False 24,655
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 0.38
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 106.70
2.618 101.61
1.618 98.49
1.000 96.56
0.618 95.37
HIGH 93.44
0.618 92.25
0.500 91.88
0.382 91.51
LOW 90.32
0.618 88.39
1.000 87.20
1.618 85.27
2.618 82.15
4.250 77.06
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 91.88 92.61
PP 91.67 92.15
S1 91.45 91.70

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

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