NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 03-May-2013
Day Change Summary
Previous Current
02-May-2013 03-May-2013 Change Change % Previous Week
Open 89.84 92.55 2.71 3.0% 91.62
High 92.85 94.41 1.56 1.7% 94.41
Low 89.55 92.17 2.62 2.9% 88.78
Close 92.63 93.98 1.35 1.5% 93.98
Range 3.30 2.24 -1.06 -32.1% 5.63
ATR 2.05 2.06 0.01 0.7% 0.00
Volume 67,638 62,189 -5,449 -8.1% 301,898
Daily Pivots for day following 03-May-2013
Classic Woodie Camarilla DeMark
R4 100.24 99.35 95.21
R3 98.00 97.11 94.60
R2 95.76 95.76 94.39
R1 94.87 94.87 94.19 95.32
PP 93.52 93.52 93.52 93.74
S1 92.63 92.63 93.77 93.08
S2 91.28 91.28 93.57
S3 89.04 90.39 93.36
S4 86.80 88.15 92.75
Weekly Pivots for week ending 03-May-2013
Classic Woodie Camarilla DeMark
R4 109.28 107.26 97.08
R3 103.65 101.63 95.53
R2 98.02 98.02 95.01
R1 96.00 96.00 94.50 97.01
PP 92.39 92.39 92.39 92.90
S1 90.37 90.37 93.46 91.38
S2 86.76 86.76 92.95
S3 81.13 84.74 92.43
S4 75.50 79.11 90.88
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.41 88.78 5.63 6.0% 2.43 2.6% 92% True False 60,379
10 94.41 87.15 7.26 7.7% 2.16 2.3% 94% True False 54,261
20 94.41 85.52 8.89 9.5% 2.09 2.2% 95% True False 57,864
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 0.27
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.93
2.618 100.27
1.618 98.03
1.000 96.65
0.618 95.79
HIGH 94.41
0.618 93.55
0.500 93.29
0.382 93.03
LOW 92.17
0.618 90.79
1.000 89.93
1.618 88.55
2.618 86.31
4.250 82.65
Fisher Pivots for day following 03-May-2013
Pivot 1 day 3 day
R1 93.75 93.19
PP 93.52 92.39
S1 93.29 91.60

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

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