NYMEX Light Sweet Crude Oil Future August 2013


Trading Metrics calculated at close of trading on 19-Apr-2013
Day Change Summary
Previous Current
18-Apr-2013 19-Apr-2013 Change Change % Previous Week
Open 86.75 88.84 2.09 2.4% 91.45
High 89.05 89.30 0.25 0.3% 91.48
Low 86.29 88.11 1.82 2.1% 86.29
Close 88.25 88.54 0.29 0.3% 88.54
Range 2.76 1.19 -1.57 -56.9% 5.19
ATR 1.98 1.93 -0.06 -2.9% 0.00
Volume 24,820 29,158 4,338 17.5% 167,300
Daily Pivots for day following 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 92.22 91.57 89.19
R3 91.03 90.38 88.87
R2 89.84 89.84 88.76
R1 89.19 89.19 88.65 88.92
PP 88.65 88.65 88.65 88.52
S1 88.00 88.00 88.43 87.73
S2 87.46 87.46 88.32
S3 86.27 86.81 88.21
S4 85.08 85.62 87.89
Weekly Pivots for week ending 19-Apr-2013
Classic Woodie Camarilla DeMark
R4 104.34 101.63 91.39
R3 99.15 96.44 89.97
R2 93.96 93.96 89.49
R1 91.25 91.25 89.02 90.01
PP 88.77 88.77 88.77 88.15
S1 86.06 86.06 88.06 84.82
S2 83.58 83.58 87.59
S3 78.39 80.87 87.11
S4 73.20 75.68 85.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.48 86.29 5.19 5.9% 2.64 3.0% 43% False False 33,460
10 95.43 86.29 9.14 10.3% 2.17 2.5% 25% False False 27,852
20 97.94 86.29 11.65 13.2% 1.88 2.1% 19% False False 24,889
40 97.94 86.29 11.65 13.2% 1.57 1.8% 19% False False 20,023
60 99.98 86.29 13.69 15.5% 1.48 1.7% 16% False False 18,875
80 99.98 86.29 13.69 15.5% 1.34 1.5% 16% False False 15,819
100 99.98 86.29 13.69 15.5% 1.21 1.4% 16% False False 13,355
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.38
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 94.36
2.618 92.42
1.618 91.23
1.000 90.49
0.618 90.04
HIGH 89.30
0.618 88.85
0.500 88.71
0.382 88.56
LOW 88.11
0.618 87.37
1.000 86.92
1.618 86.18
2.618 84.99
4.250 83.05
Fisher Pivots for day following 19-Apr-2013
Pivot 1 day 3 day
R1 88.71 88.35
PP 88.65 88.16
S1 88.60 87.98

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

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