NYMEX Light Sweet Crude Oil Future October 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 97.66 98.01 0.35 0.4% 96.10
High 98.73 98.58 -0.15 -0.2% 98.14
Low 97.43 97.56 0.13 0.1% 94.17
Close 97.87 98.43 0.56 0.6% 97.82
Range 1.30 1.02 -0.28 -21.5% 3.97
ATR 1.74 1.69 -0.05 -3.0% 0.00
Volume 41,498 27,501 -13,997 -33.7% 135,894
Daily Pivots for day following 18-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.25 100.86 98.99
R3 100.23 99.84 98.71
R2 99.21 99.21 98.62
R1 98.82 98.82 98.52 99.02
PP 98.19 98.19 98.19 98.29
S1 97.80 97.80 98.34 98.00
S2 97.17 97.17 98.24
S3 96.15 96.78 98.15
S4 95.13 95.76 97.87
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 108.62 107.19 100.00
R3 104.65 103.22 98.91
R2 100.68 100.68 98.55
R1 99.25 99.25 98.18 99.97
PP 96.71 96.71 96.71 97.07
S1 95.28 95.28 97.46 96.00
S2 92.74 92.74 97.09
S3 88.77 91.31 96.73
S4 84.80 87.34 95.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 98.73 94.54 4.19 4.3% 1.52 1.5% 93% False False 27,629
10 98.73 93.71 5.02 5.1% 1.48 1.5% 94% False False 29,850
20 98.73 91.54 7.19 7.3% 1.69 1.7% 96% False False 25,186
40 98.73 88.13 10.60 10.8% 1.77 1.8% 97% False False 21,359
60 98.73 86.47 12.26 12.5% 1.74 1.8% 98% False False 17,872
80 98.73 86.47 12.26 12.5% 1.57 1.6% 98% False False 14,920
100 99.41 86.47 12.94 13.1% 1.45 1.5% 92% False False 13,547
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 0.28
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.92
2.618 101.25
1.618 100.23
1.000 99.60
0.618 99.21
HIGH 98.58
0.618 98.19
0.500 98.07
0.382 97.95
LOW 97.56
0.618 96.93
1.000 96.54
1.618 95.91
2.618 94.89
4.250 93.23
Fisher Pivots for day following 18-Jun-2013
Pivot 1 day 3 day
R1 98.31 98.14
PP 98.19 97.85
S1 98.07 97.56

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

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