NYMEX Light Sweet Crude Oil Future September 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 106.35 107.86 1.51 1.4% 105.67
High 108.19 108.93 0.74 0.7% 108.93
Low 105.93 106.91 0.98 0.9% 104.27
Close 107.81 107.87 0.06 0.1% 107.87
Range 2.26 2.02 -0.24 -10.6% 4.66
ATR 2.07 2.07 0.00 -0.2% 0.00
Volume 206,309 316,998 110,689 53.7% 924,267
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 113.96 112.94 108.98
R3 111.94 110.92 108.43
R2 109.92 109.92 108.24
R1 108.90 108.90 108.06 109.41
PP 107.90 107.90 107.90 108.16
S1 106.88 106.88 107.68 107.39
S2 105.88 105.88 107.50
S3 103.86 104.86 107.31
S4 101.84 102.84 106.76
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 121.00 119.10 110.43
R3 116.34 114.44 109.15
R2 111.68 111.68 108.72
R1 109.78 109.78 108.30 110.73
PP 107.02 107.02 107.02 107.50
S1 105.12 105.12 107.44 106.07
S2 102.36 102.36 107.02
S3 97.70 100.46 106.59
S4 93.04 95.80 105.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 108.93 104.27 4.66 4.3% 1.85 1.7% 77% True False 184,853
10 108.93 102.00 6.93 6.4% 2.05 1.9% 85% True False 156,729
20 108.93 92.60 16.33 15.1% 2.13 2.0% 94% True False 142,512
40 108.93 91.68 17.25 16.0% 2.02 1.9% 94% True False 104,950
60 108.93 90.09 18.84 17.5% 2.00 1.9% 94% True False 82,500
80 108.93 86.26 22.67 21.0% 1.97 1.8% 95% True False 69,098
100 108.93 86.26 22.67 21.0% 1.83 1.7% 95% True False 58,456
120 108.93 86.26 22.67 21.0% 1.73 1.6% 95% True False 51,728
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 0.56
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 117.52
2.618 114.22
1.618 112.20
1.000 110.95
0.618 110.18
HIGH 108.93
0.618 108.16
0.500 107.92
0.382 107.68
LOW 106.91
0.618 105.66
1.000 104.89
1.618 103.64
2.618 101.62
4.250 98.33
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 107.92 107.53
PP 107.90 107.20
S1 107.89 106.86

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

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