NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 20-May-2013
Day Change Summary
Previous Current
17-May-2013 20-May-2013 Change Change % Previous Week
Open 94.18 94.84 0.66 0.7% 94.58
High 95.43 95.75 0.32 0.3% 95.43
Low 93.94 94.13 0.19 0.2% 91.27
Close 94.88 95.38 0.50 0.5% 94.88
Range 1.49 1.62 0.13 8.7% 4.16
ATR 1.89 1.87 -0.02 -1.0% 0.00
Volume 52,352 55,985 3,633 6.9% 277,668
Daily Pivots for day following 20-May-2013
Classic Woodie Camarilla DeMark
R4 99.95 99.28 96.27
R3 98.33 97.66 95.83
R2 96.71 96.71 95.68
R1 96.04 96.04 95.53 96.38
PP 95.09 95.09 95.09 95.25
S1 94.42 94.42 95.23 94.76
S2 93.47 93.47 95.08
S3 91.85 92.80 94.93
S4 90.23 91.18 94.49
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 106.34 104.77 97.17
R3 102.18 100.61 96.02
R2 98.02 98.02 95.64
R1 96.45 96.45 95.26 97.24
PP 93.86 93.86 93.86 94.25
S1 92.29 92.29 94.50 93.08
S2 89.70 89.70 94.12
S3 85.54 88.13 93.74
S4 81.38 83.97 92.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.75 91.27 4.48 4.7% 1.80 1.9% 92% True False 52,789
10 95.75 91.27 4.48 4.7% 1.65 1.7% 92% True False 56,378
20 95.75 87.49 8.26 8.7% 1.92 2.0% 96% True False 57,251
40 96.43 85.52 10.91 11.4% 1.87 2.0% 90% False False 56,978
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 102.64
2.618 99.99
1.618 98.37
1.000 97.37
0.618 96.75
HIGH 95.75
0.618 95.13
0.500 94.94
0.382 94.75
LOW 94.13
0.618 93.13
1.000 92.51
1.618 91.51
2.618 89.89
4.250 87.25
Fisher Pivots for day following 20-May-2013
Pivot 1 day 3 day
R1 95.23 94.96
PP 95.09 94.54
S1 94.94 94.13

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

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