NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 94.48 94.59 0.11 0.1% 95.77
High 94.69 95.83 1.14 1.2% 97.38
Low 92.40 93.50 1.10 1.2% 93.62
Close 94.56 95.45 0.89 0.9% 96.29
Range 2.29 2.33 0.04 1.7% 3.76
ATR 2.10 2.11 0.02 0.8% 0.00
Volume 139,800 181,328 41,528 29.7% 551,743
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 101.92 101.01 96.73
R3 99.59 98.68 96.09
R2 97.26 97.26 95.88
R1 96.35 96.35 95.66 96.81
PP 94.93 94.93 94.93 95.15
S1 94.02 94.02 95.24 94.48
S2 92.60 92.60 95.02
S3 90.27 91.69 94.81
S4 87.94 89.36 94.17
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 96.49 92.40 4.09 4.3% 2.12 2.2% 75% False False 140,588
10 97.38 92.40 4.98 5.2% 1.96 2.0% 61% False False 119,903
20 97.38 87.94 9.44 9.9% 2.08 2.2% 80% False False 90,089
40 98.22 86.16 12.06 12.6% 2.05 2.1% 77% False False 70,593
60 98.22 86.16 12.06 12.6% 1.82 1.9% 77% False False 55,187
80 99.77 86.16 13.61 14.3% 1.71 1.8% 68% False False 48,163
100 99.77 86.16 13.61 14.3% 1.59 1.7% 68% False False 40,919
120 99.77 86.16 13.61 14.3% 1.50 1.6% 68% False False 35,012
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 0.43
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 105.73
2.618 101.93
1.618 99.60
1.000 98.16
0.618 97.27
HIGH 95.83
0.618 94.94
0.500 94.67
0.382 94.39
LOW 93.50
0.618 92.06
1.000 91.17
1.618 89.73
2.618 87.40
4.250 83.60
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 95.19 95.02
PP 94.93 94.59
S1 94.67 94.16

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

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