NYMEX Light Sweet Crude Oil Future October 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 95.17 93.46 -1.71 -1.8% 95.21
High 95.82 94.15 -1.67 -1.7% 96.31
Low 93.80 92.09 -1.71 -1.8% 92.04
Close 94.06 94.00 -0.06 -0.1% 95.88
Range 2.02 2.06 0.04 2.0% 4.27
ATR 1.79 1.81 0.02 1.1% 0.00
Volume 15,936 17,297 1,361 8.5% 93,652
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 99.59 98.86 95.13
R3 97.53 96.80 94.57
R2 95.47 95.47 94.38
R1 94.74 94.74 94.19 95.11
PP 93.41 93.41 93.41 93.60
S1 92.68 92.68 93.81 93.05
S2 91.35 91.35 93.62
S3 89.29 90.62 93.43
S4 87.23 88.56 92.87
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 107.55 105.99 98.23
R3 103.28 101.72 97.05
R2 99.01 99.01 96.66
R1 97.45 97.45 96.27 98.23
PP 94.74 94.74 94.74 95.14
S1 93.18 93.18 95.49 93.96
S2 90.47 90.47 95.10
S3 86.20 88.91 94.71
S4 81.93 84.64 93.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.83 92.09 4.74 5.0% 1.65 1.8% 40% False True 17,043
10 96.83 92.04 4.79 5.1% 1.80 1.9% 41% False False 18,368
20 96.83 89.65 7.18 7.6% 1.80 1.9% 61% False False 18,250
40 97.26 86.47 10.79 11.5% 1.80 1.9% 70% False False 14,662
60 97.26 86.47 10.79 11.5% 1.56 1.7% 70% False False 12,096
80 99.41 86.47 12.94 13.8% 1.43 1.5% 58% False False 11,073
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 0.25
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 102.91
2.618 99.54
1.618 97.48
1.000 96.21
0.618 95.42
HIGH 94.15
0.618 93.36
0.500 93.12
0.382 92.88
LOW 92.09
0.618 90.82
1.000 90.03
1.618 88.76
2.618 86.70
4.250 83.34
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 93.71 94.29
PP 93.41 94.19
S1 93.12 94.10

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

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