NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 11-Jan-2013
Day Change Summary
Previous Current
10-Jan-2013 11-Jan-2013 Change Change % Previous Week
Open 94.90 94.96 0.06 0.1% 94.31
High 96.17 94.96 -1.21 -1.3% 96.17
Low 94.90 94.27 -0.63 -0.7% 93.97
Close 95.32 94.93 -0.39 -0.4% 94.93
Range 1.27 0.69 -0.58 -45.7% 2.20
ATR 1.02 1.02 0.00 0.2% 0.00
Volume 8,308 9,032 724 8.7% 35,561
Daily Pivots for day following 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 96.79 96.55 95.31
R3 96.10 95.86 95.12
R2 95.41 95.41 95.06
R1 95.17 95.17 94.99 94.95
PP 94.72 94.72 94.72 94.61
S1 94.48 94.48 94.87 94.26
S2 94.03 94.03 94.80
S3 93.34 93.79 94.74
S4 92.65 93.10 94.55
Weekly Pivots for week ending 11-Jan-2013
Classic Woodie Camarilla DeMark
R4 101.62 100.48 96.14
R3 99.42 98.28 95.54
R2 97.22 97.22 95.33
R1 96.08 96.08 95.13 96.65
PP 95.02 95.02 95.02 95.31
S1 93.88 93.88 94.73 94.45
S2 92.82 92.82 94.53
S3 90.62 91.68 94.33
S4 88.42 89.48 93.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.17 93.97 2.20 2.3% 0.82 0.9% 44% False False 7,112
10 96.17 92.21 3.96 4.2% 0.92 1.0% 69% False False 6,188
20 96.17 88.72 7.45 7.8% 0.78 0.8% 83% False False 4,965
40 96.17 88.72 7.45 7.8% 0.76 0.8% 83% False False 4,042
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.14
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 97.89
2.618 96.77
1.618 96.08
1.000 95.65
0.618 95.39
HIGH 94.96
0.618 94.70
0.500 94.62
0.382 94.53
LOW 94.27
0.618 93.84
1.000 93.58
1.618 93.15
2.618 92.46
4.250 91.34
Fisher Pivots for day following 11-Jan-2013
Pivot 1 day 3 day
R1 94.83 95.22
PP 94.72 95.12
S1 94.62 95.03

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

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