NYMEX Light Sweet Crude Oil Future July 2013


Trading Metrics calculated at close of trading on 29-May-2013
Day Change Summary
Previous Current
28-May-2013 29-May-2013 Change Change % Previous Week
Open 93.89 95.05 1.16 1.2% 96.25
High 95.92 95.22 -0.70 -0.7% 97.35
Low 93.23 92.83 -0.40 -0.4% 92.21
Close 95.01 93.13 -1.88 -2.0% 94.15
Range 2.69 2.39 -0.30 -11.2% 5.14
ATR 2.05 2.08 0.02 1.2% 0.00
Volume 240,990 293,461 52,471 21.8% 1,387,076
Daily Pivots for day following 29-May-2013
Classic Woodie Camarilla DeMark
R4 100.90 99.40 94.44
R3 98.51 97.01 93.79
R2 96.12 96.12 93.57
R1 94.62 94.62 93.35 94.18
PP 93.73 93.73 93.73 93.50
S1 92.23 92.23 92.91 91.79
S2 91.34 91.34 92.69
S3 88.95 89.84 92.47
S4 86.56 87.45 91.82
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 109.99 107.21 96.98
R3 104.85 102.07 95.56
R2 99.71 99.71 95.09
R1 96.93 96.93 94.62 95.75
PP 94.57 94.57 94.57 93.98
S1 91.79 91.79 93.68 90.61
S2 89.43 89.43 93.21
S3 84.29 86.65 92.74
S4 79.15 81.51 91.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.19 92.21 3.98 4.3% 2.17 2.3% 23% False False 279,714
10 97.35 92.21 5.14 5.5% 2.05 2.2% 18% False False 239,952
20 97.38 90.32 7.06 7.6% 2.11 2.3% 40% False False 173,093
40 97.40 86.16 11.24 12.1% 2.14 2.3% 62% False False 114,887
60 98.22 86.16 12.06 12.9% 1.91 2.0% 58% False False 87,301
80 99.77 86.16 13.61 14.6% 1.79 1.9% 51% False False 71,643
100 99.77 86.16 13.61 14.6% 1.67 1.8% 51% False False 61,092
120 99.77 86.16 13.61 14.6% 1.56 1.7% 51% False False 52,097
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 105.38
2.618 101.48
1.618 99.09
1.000 97.61
0.618 96.70
HIGH 95.22
0.618 94.31
0.500 94.03
0.382 93.74
LOW 92.83
0.618 91.35
1.000 90.44
1.618 88.96
2.618 86.57
4.250 82.67
Fisher Pivots for day following 29-May-2013
Pivot 1 day 3 day
R1 94.03 94.38
PP 93.73 93.96
S1 93.43 93.55

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

View Archives - Comment on this page... - Back to Index of Symbols