NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 04-Feb-2013
Day Change Summary
Previous Current
01-Feb-2013 04-Feb-2013 Change Change % Previous Week
Open 99.03 99.08 0.05 0.1% 97.23
High 99.98 99.08 -0.90 -0.9% 99.98
Low 98.29 97.54 -0.75 -0.8% 96.87
Close 99.28 97.83 -1.45 -1.5% 99.28
Range 1.69 1.54 -0.15 -8.9% 3.11
ATR 1.05 1.10 0.05 4.7% 0.00
Volume 24,701 28,795 4,094 16.6% 67,580
Daily Pivots for day following 04-Feb-2013
Classic Woodie Camarilla DeMark
R4 102.77 101.84 98.68
R3 101.23 100.30 98.25
R2 99.69 99.69 98.11
R1 98.76 98.76 97.97 98.46
PP 98.15 98.15 98.15 98.00
S1 97.22 97.22 97.69 96.92
S2 96.61 96.61 97.55
S3 95.07 95.68 97.41
S4 93.53 94.14 96.98
Weekly Pivots for week ending 01-Feb-2013
Classic Woodie Camarilla DeMark
R4 108.04 106.77 100.99
R3 104.93 103.66 100.14
R2 101.82 101.82 99.85
R1 100.55 100.55 99.57 101.19
PP 98.71 98.71 98.71 99.03
S1 97.44 97.44 98.99 98.08
S2 95.60 95.60 98.71
S3 92.49 94.33 98.42
S4 89.38 91.22 97.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.98 97.54 2.44 2.5% 1.12 1.1% 12% False True 17,635
10 99.98 96.42 3.56 3.6% 1.10 1.1% 40% False False 15,610
20 99.98 93.97 6.01 6.1% 1.00 1.0% 64% False False 11,717
40 99.98 88.72 11.26 11.5% 0.87 0.9% 81% False False 8,013
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 0.19
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.63
2.618 103.11
1.618 101.57
1.000 100.62
0.618 100.03
HIGH 99.08
0.618 98.49
0.500 98.31
0.382 98.13
LOW 97.54
0.618 96.59
1.000 96.00
1.618 95.05
2.618 93.51
4.250 91.00
Fisher Pivots for day following 04-Feb-2013
Pivot 1 day 3 day
R1 98.31 98.76
PP 98.15 98.45
S1 97.99 98.14

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

View Archives - Comment on this page... - Back to Index of Symbols