NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 02-Apr-2013
Day Change Summary
Previous Current
01-Apr-2013 02-Apr-2013 Change Change % Previous Week
Open 96.00 95.93 -0.07 -0.1% 92.56
High 96.18 96.43 0.25 0.3% 95.95
Low 95.02 95.19 0.17 0.2% 92.53
Close 96.15 96.28 0.13 0.1% 95.89
Range 1.16 1.24 0.08 6.9% 3.42
ATR 0.00 1.29 1.29 0.00
Volume 41,606 43,872 2,266 5.4% 230,029
Daily Pivots for day following 02-Apr-2013
Classic Woodie Camarilla DeMark
R4 99.69 99.22 96.96
R3 98.45 97.98 96.62
R2 97.21 97.21 96.51
R1 96.74 96.74 96.39 96.98
PP 95.97 95.97 95.97 96.08
S1 95.50 95.50 96.17 95.74
S2 94.73 94.73 96.05
S3 93.49 94.26 95.94
S4 92.25 93.02 95.60
Weekly Pivots for week ending 29-Mar-2013
Classic Woodie Camarilla DeMark
R4 105.05 103.89 97.77
R3 101.63 100.47 96.83
R2 98.21 98.21 96.52
R1 97.05 97.05 96.20 97.63
PP 94.79 94.79 94.79 95.08
S1 93.63 93.63 95.58 94.21
S2 91.37 91.37 95.26
S3 87.95 90.21 94.95
S4 84.53 86.79 94.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.43 93.57 2.86 3.0% 1.20 1.2% 95% True False 54,589
10 96.43 91.19 5.24 5.4% 1.31 1.4% 97% True False 46,562
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 0.19
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 101.70
2.618 99.68
1.618 98.44
1.000 97.67
0.618 97.20
HIGH 96.43
0.618 95.96
0.500 95.81
0.382 95.66
LOW 95.19
0.618 94.42
1.000 93.95
1.618 93.18
2.618 91.94
4.250 89.92
Fisher Pivots for day following 02-Apr-2013
Pivot 1 day 3 day
R1 96.12 96.09
PP 95.97 95.90
S1 95.81 95.71

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

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