NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 26-Mar-2013
Day Change Summary
Previous Current
25-Mar-2013 26-Mar-2013 Change Change % Previous Week
Open 94.00 95.19 1.19 1.3% 93.52
High 95.57 96.47 0.90 0.9% 94.53
Low 94.00 95.06 1.06 1.1% 92.32
Close 94.96 96.40 1.44 1.5% 93.84
Range 1.57 1.41 -0.16 -10.2% 2.21
ATR 1.31 1.32 0.01 1.1% 0.00
Volume 15,078 23,849 8,771 58.2% 79,589
Daily Pivots for day following 26-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.21 99.71 97.18
R3 98.80 98.30 96.79
R2 97.39 97.39 96.66
R1 96.89 96.89 96.53 97.14
PP 95.98 95.98 95.98 96.10
S1 95.48 95.48 96.27 95.73
S2 94.57 94.57 96.14
S3 93.16 94.07 96.01
S4 91.75 92.66 95.62
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 100.19 99.23 95.06
R3 97.98 97.02 94.45
R2 95.77 95.77 94.25
R1 94.81 94.81 94.04 95.29
PP 93.56 93.56 93.56 93.81
S1 92.60 92.60 93.64 93.08
S2 91.35 91.35 93.43
S3 89.14 90.39 93.23
S4 86.93 88.18 92.62
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.47 92.32 4.15 4.3% 1.30 1.4% 98% True False 17,286
10 96.47 92.32 4.15 4.3% 1.34 1.4% 98% True False 18,181
20 96.47 90.90 5.57 5.8% 1.26 1.3% 99% True False 15,887
40 99.69 90.90 8.79 9.1% 1.25 1.3% 63% False False 16,988
60 99.69 90.90 8.79 9.1% 1.14 1.2% 63% False False 14,780
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.46
2.618 100.16
1.618 98.75
1.000 97.88
0.618 97.34
HIGH 96.47
0.618 95.93
0.500 95.77
0.382 95.60
LOW 95.06
0.618 94.19
1.000 93.65
1.618 92.78
2.618 91.37
4.250 89.07
Fisher Pivots for day following 26-Mar-2013
Pivot 1 day 3 day
R1 96.19 95.82
PP 95.98 95.24
S1 95.77 94.66

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

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