NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 18-Jun-2013
Day Change Summary
Previous Current
17-Jun-2013 18-Jun-2013 Change Change % Previous Week
Open 98.09 98.25 0.16 0.2% 96.44
High 99.01 98.90 -0.11 -0.1% 98.50
Low 97.70 97.73 0.03 0.0% 94.38
Close 98.11 98.72 0.61 0.6% 98.11
Range 1.31 1.17 -0.14 -10.7% 4.12
ATR 1.85 1.80 -0.05 -2.6% 0.00
Volume 79,611 56,237 -23,374 -29.4% 371,737
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.96 101.51 99.36
R3 100.79 100.34 99.04
R2 99.62 99.62 98.93
R1 99.17 99.17 98.83 99.40
PP 98.45 98.45 98.45 98.56
S1 98.00 98.00 98.61 98.23
S2 97.28 97.28 98.51
S3 96.11 96.83 98.40
S4 94.94 95.66 98.08
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 109.36 107.85 100.38
R3 105.24 103.73 99.24
R2 101.12 101.12 98.87
R1 99.61 99.61 98.49 100.37
PP 97.00 97.00 97.00 97.37
S1 95.49 95.49 97.73 96.25
S2 92.88 92.88 97.35
S3 88.76 91.37 96.98
S4 84.64 87.25 95.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.01 94.72 4.29 4.3% 1.62 1.6% 93% False False 67,520
10 99.01 93.73 5.28 5.3% 1.61 1.6% 95% False False 70,614
20 99.01 91.68 7.33 7.4% 1.83 1.9% 96% False False 62,686
40 99.01 88.28 10.73 10.9% 1.90 1.9% 97% False False 50,292
60 99.01 86.26 12.75 12.9% 1.88 1.9% 98% False False 42,680
80 99.01 86.26 12.75 12.9% 1.72 1.7% 98% False False 35,769
100 99.69 86.26 13.43 13.6% 1.61 1.6% 93% False False 32,261
120 99.69 86.26 13.43 13.6% 1.50 1.5% 93% False False 28,458
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 103.87
2.618 101.96
1.618 100.79
1.000 100.07
0.618 99.62
HIGH 98.90
0.618 98.45
0.500 98.32
0.382 98.18
LOW 97.73
0.618 97.01
1.000 96.56
1.618 95.84
2.618 94.67
4.250 92.76
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 98.59 98.43
PP 98.45 98.14
S1 98.32 97.85

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

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