NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 23-May-2013
Day Change Summary
Previous Current
22-May-2013 23-May-2013 Change Change % Previous Week
Open 95.90 94.18 -1.72 -1.8% 96.04
High 96.19 94.46 -1.73 -1.8% 96.74
Low 94.01 92.21 -1.80 -1.9% 92.40
Close 94.28 94.25 -0.03 0.0% 96.29
Range 2.18 2.25 0.07 3.2% 4.34
ATR 2.04 2.05 0.02 0.7% 0.00
Volume 336,497 323,633 -12,864 -3.8% 720,228
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 100.39 99.57 95.49
R3 98.14 97.32 94.87
R2 95.89 95.89 94.66
R1 95.07 95.07 94.46 95.48
PP 93.64 93.64 93.64 93.85
S1 92.82 92.82 94.04 93.23
S2 91.39 91.39 93.84
S3 89.14 90.57 93.63
S4 86.89 88.32 93.01
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 108.16 106.57 98.68
R3 103.82 102.23 97.48
R2 99.48 99.48 97.09
R1 97.89 97.89 96.69 98.69
PP 95.14 95.14 95.14 95.54
S1 93.55 93.55 95.89 94.35
S2 90.80 90.80 95.49
S3 86.46 89.21 95.10
S4 82.12 84.87 93.90
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.35 92.21 5.14 5.5% 1.90 2.0% 40% False True 267,991
10 97.35 92.21 5.14 5.5% 2.01 2.1% 40% False True 204,289
20 97.38 90.32 7.06 7.5% 2.06 2.2% 56% False False 143,499
40 98.22 86.16 12.06 12.8% 2.09 2.2% 67% False False 98,971
60 98.22 86.16 12.06 12.8% 1.85 2.0% 67% False False 76,058
80 99.77 86.16 13.61 14.4% 1.75 1.9% 59% False False 63,408
100 99.77 86.16 13.61 14.4% 1.65 1.7% 59% False False 53,993
120 99.77 86.16 13.61 14.4% 1.53 1.6% 59% False False 46,057
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 104.02
2.618 100.35
1.618 98.10
1.000 96.71
0.618 95.85
HIGH 94.46
0.618 93.60
0.500 93.34
0.382 93.07
LOW 92.21
0.618 90.82
1.000 89.96
1.618 88.57
2.618 86.32
4.250 82.65
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 93.95 94.72
PP 93.64 94.56
S1 93.34 94.41

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

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