NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 17-Jan-2013
Day Change Summary
Previous Current
16-Jan-2013 17-Jan-2013 Change Change % Previous Week
Open 94.78 95.61 0.83 0.9% 94.31
High 95.50 96.81 1.31 1.4% 96.17
Low 94.68 95.61 0.93 1.0% 93.97
Close 95.45 96.63 1.18 1.2% 94.93
Range 0.82 1.20 0.38 46.3% 2.20
ATR 1.01 1.04 0.02 2.4% 0.00
Volume 7,587 10,304 2,717 35.8% 35,561
Daily Pivots for day following 17-Jan-2013
Classic Woodie Camarilla DeMark
R4 99.95 99.49 97.29
R3 98.75 98.29 96.96
R2 97.55 97.55 96.85
R1 97.09 97.09 96.74 97.32
PP 96.35 96.35 96.35 96.47
S1 95.89 95.89 96.52 96.12
S2 95.15 95.15 96.41
S3 93.95 94.69 96.30
S4 92.75 93.49 95.97
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 96.81 94.27 2.54 2.6% 0.96 1.0% 93% True False 8,108
10 96.81 93.29 3.52 3.6% 0.95 1.0% 95% True False 7,333
20 96.81 90.88 5.93 6.1% 0.87 0.9% 97% True False 5,635
40 96.81 88.72 8.09 8.4% 0.80 0.8% 98% True False 4,503
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 101.91
2.618 99.95
1.618 98.75
1.000 98.01
0.618 97.55
HIGH 96.81
0.618 96.35
0.500 96.21
0.382 96.07
LOW 95.61
0.618 94.87
1.000 94.41
1.618 93.67
2.618 92.47
4.250 90.51
Fisher Pivots for day following 17-Jan-2013
Pivot 1 day 3 day
R1 96.49 96.33
PP 96.35 96.02
S1 96.21 95.72

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

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