NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 15-May-2013
Day Change Summary
Previous Current
14-May-2013 15-May-2013 Change Change % Previous Week
Open 95.18 94.48 -0.70 -0.7% 95.77
High 95.91 94.69 -1.22 -1.3% 97.38
Low 94.13 92.40 -1.73 -1.8% 93.62
Close 94.48 94.56 0.08 0.1% 96.29
Range 1.78 2.29 0.51 28.7% 3.76
ATR 2.08 2.10 0.01 0.7% 0.00
Volume 107,344 139,800 32,456 30.2% 551,743
Daily Pivots for day following 15-May-2013
Classic Woodie Camarilla DeMark
R4 100.75 99.95 95.82
R3 98.46 97.66 95.19
R2 96.17 96.17 94.98
R1 95.37 95.37 94.77 95.77
PP 93.88 93.88 93.88 94.09
S1 93.08 93.08 94.35 93.48
S2 91.59 91.59 94.14
S3 89.30 90.79 93.93
S4 87.01 88.50 93.30
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 107.04 105.43 98.36
R3 103.28 101.67 97.32
R2 99.52 99.52 96.98
R1 97.91 97.91 96.63 98.72
PP 95.76 95.76 95.76 96.17
S1 94.15 94.15 95.95 94.96
S2 92.00 92.00 95.60
S3 88.24 90.39 95.26
S4 84.48 86.63 94.22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.99 92.40 4.59 4.9% 1.93 2.0% 47% False True 127,059
10 97.38 90.88 6.50 6.9% 2.08 2.2% 57% False False 111,677
20 97.38 86.16 11.22 11.9% 2.10 2.2% 75% False False 84,070
40 98.22 86.16 12.06 12.8% 2.02 2.1% 70% False False 67,099
60 98.57 86.16 12.41 13.1% 1.83 1.9% 68% False False 52,482
80 99.77 86.16 13.61 14.4% 1.70 1.8% 62% False False 46,111
100 99.77 86.16 13.61 14.4% 1.58 1.7% 62% False False 39,193
120 99.77 86.16 13.61 14.4% 1.49 1.6% 62% False False 33,548
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 0.35
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.42
2.618 100.69
1.618 98.40
1.000 96.98
0.618 96.11
HIGH 94.69
0.618 93.82
0.500 93.55
0.382 93.27
LOW 92.40
0.618 90.98
1.000 90.11
1.618 88.69
2.618 86.40
4.250 82.67
Fisher Pivots for day following 15-May-2013
Pivot 1 day 3 day
R1 94.22 94.45
PP 93.88 94.33
S1 93.55 94.22

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

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