NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 10-Jul-2013
Day Change Summary
Previous Current
09-Jul-2013 10-Jul-2013 Change Change % Previous Week
Open 102.84 104.15 1.31 1.3% 96.40
High 104.20 105.77 1.57 1.5% 103.49
Low 102.21 103.67 1.46 1.4% 95.98
Close 103.31 105.62 2.31 2.2% 103.05
Range 1.99 2.10 0.11 5.5% 7.51
ATR 2.10 2.12 0.03 1.2% 0.00
Volume 119,979 172,328 52,349 43.6% 589,400
Daily Pivots for day following 10-Jul-2013
Classic Woodie Camarilla DeMark
R4 111.32 110.57 106.78
R3 109.22 108.47 106.20
R2 107.12 107.12 106.01
R1 106.37 106.37 105.81 106.75
PP 105.02 105.02 105.02 105.21
S1 104.27 104.27 105.43 104.65
S2 102.92 102.92 105.24
S3 100.82 102.17 105.04
S4 98.72 100.07 104.47
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 123.37 120.72 107.18
R3 115.86 113.21 105.12
R2 108.35 108.35 104.43
R1 105.70 105.70 103.74 107.03
PP 100.84 100.84 100.84 101.50
S1 98.19 98.19 102.36 99.52
S2 93.33 93.33 101.67
S3 85.82 90.68 100.98
S4 78.31 83.17 98.92
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.77 99.43 6.34 6.0% 2.39 2.3% 98% True False 150,779
10 105.77 93.64 12.13 11.5% 2.15 2.0% 99% True False 132,519
20 105.77 92.60 13.17 12.5% 2.09 2.0% 99% True False 107,887
40 105.77 91.68 14.09 13.3% 1.99 1.9% 99% True False 81,258
60 105.77 86.26 19.51 18.5% 2.01 1.9% 99% True False 66,493
80 105.77 86.26 19.51 18.5% 1.92 1.8% 99% True False 55,756
100 105.77 86.26 19.51 18.5% 1.80 1.7% 99% True False 47,511
120 105.77 86.26 19.51 18.5% 1.67 1.6% 99% True False 42,662
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 0.33
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 114.70
2.618 111.27
1.618 109.17
1.000 107.87
0.618 107.07
HIGH 105.77
0.618 104.97
0.500 104.72
0.382 104.47
LOW 103.67
0.618 102.37
1.000 101.57
1.618 100.27
2.618 98.17
4.250 94.75
Fisher Pivots for day following 10-Jul-2013
Pivot 1 day 3 day
R1 105.32 105.04
PP 105.02 104.46
S1 104.72 103.89

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

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