NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 25-Mar-2013
Day Change Summary
Previous Current
22-Mar-2013 25-Mar-2013 Change Change % Previous Week
Open 92.08 93.20 1.12 1.2% 92.52
High 93.12 94.58 1.46 1.6% 93.69
Low 92.08 93.20 1.12 1.2% 91.73
Close 93.07 94.14 1.07 1.1% 93.07
Range 1.04 1.38 0.34 32.7% 1.96
ATR 1.10 1.13 0.03 2.7% 0.00
Volume 2,665 4,181 1,516 56.9% 22,133
Daily Pivots for day following 25-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.11 97.51 94.90
R3 96.73 96.13 94.52
R2 95.35 95.35 94.39
R1 94.75 94.75 94.27 95.05
PP 93.97 93.97 93.97 94.13
S1 93.37 93.37 94.01 93.67
S2 92.59 92.59 93.89
S3 91.21 91.99 93.76
S4 89.83 90.61 93.38
Weekly Pivots for week ending 22-Mar-2013
Classic Woodie Camarilla DeMark
R4 98.71 97.85 94.15
R3 96.75 95.89 93.61
R2 94.79 94.79 93.43
R1 93.93 93.93 93.25 94.36
PP 92.83 92.83 92.83 93.05
S1 91.97 91.97 92.89 92.40
S2 90.87 90.87 92.71
S3 88.91 90.01 92.53
S4 86.95 88.05 91.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.58 91.73 2.85 3.0% 1.21 1.3% 85% True False 4,548
10 94.58 91.73 2.85 3.0% 1.09 1.2% 85% True False 4,684
20 94.58 90.56 4.02 4.3% 1.02 1.1% 89% True False 4,689
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.16
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 100.45
2.618 98.19
1.618 96.81
1.000 95.96
0.618 95.43
HIGH 94.58
0.618 94.05
0.500 93.89
0.382 93.73
LOW 93.20
0.618 92.35
1.000 91.82
1.618 90.97
2.618 89.59
4.250 87.34
Fisher Pivots for day following 25-Mar-2013
Pivot 1 day 3 day
R1 94.06 93.81
PP 93.97 93.48
S1 93.89 93.16

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

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