NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 01-May-2013
Day Change Summary
Previous Current
30-Apr-2013 01-May-2013 Change Change % Previous Week
Open 92.97 91.72 -1.25 -1.3% 87.44
High 93.19 91.81 -1.38 -1.5% 92.83
Low 91.52 88.78 -2.74 -3.0% 87.15
Close 92.11 89.81 -2.30 -2.5% 91.90
Range 1.67 3.03 1.36 81.4% 5.68
ATR 1.84 1.95 0.11 5.7% 0.00
Volume 53,498 66,630 13,132 24.5% 240,720
Daily Pivots for day following 01-May-2013
Classic Woodie Camarilla DeMark
R4 99.22 97.55 91.48
R3 96.19 94.52 90.64
R2 93.16 93.16 90.37
R1 91.49 91.49 90.09 90.81
PP 90.13 90.13 90.13 89.80
S1 88.46 88.46 89.53 87.78
S2 87.10 87.10 89.25
S3 84.07 85.43 88.98
S4 81.04 82.40 88.14
Weekly Pivots for week ending 26-Apr-2013
Classic Woodie Camarilla DeMark
R4 107.67 105.46 95.02
R3 101.99 99.78 93.46
R2 96.31 96.31 92.94
R1 94.10 94.10 92.42 95.21
PP 90.63 90.63 90.63 91.18
S1 88.42 88.42 91.38 89.53
S2 84.95 84.95 90.86
S3 79.27 82.74 90.34
S4 73.59 77.06 88.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.23 88.78 4.45 5.0% 2.11 2.3% 23% False True 57,955
10 93.23 85.52 7.71 8.6% 1.95 2.2% 56% False False 56,228
20 94.09 85.52 8.57 9.5% 2.01 2.2% 50% False False 57,486
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 104.69
2.618 99.74
1.618 96.71
1.000 94.84
0.618 93.68
HIGH 91.81
0.618 90.65
0.500 90.30
0.382 89.94
LOW 88.78
0.618 86.91
1.000 85.75
1.618 83.88
2.618 80.85
4.250 75.90
Fisher Pivots for day following 01-May-2013
Pivot 1 day 3 day
R1 90.30 91.01
PP 90.13 90.61
S1 89.97 90.21

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

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