NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 27-Jun-2013
Day Change Summary
Previous Current
26-Jun-2013 27-Jun-2013 Change Change % Previous Week
Open 94.40 94.85 0.45 0.5% 97.66
High 95.03 96.68 1.65 1.7% 98.93
Low 93.21 94.85 1.64 1.8% 92.71
Close 94.88 96.31 1.43 1.5% 93.28
Range 1.82 1.83 0.01 0.5% 6.22
ATR 1.90 1.90 -0.01 -0.3% 0.00
Volume 85,457 50,530 -34,927 -40.9% 195,229
Daily Pivots for day following 27-Jun-2013
Classic Woodie Camarilla DeMark
R4 101.44 100.70 97.32
R3 99.61 98.87 96.81
R2 97.78 97.78 96.65
R1 97.04 97.04 96.48 97.41
PP 95.95 95.95 95.95 96.13
S1 95.21 95.21 96.14 95.58
S2 94.12 94.12 95.97
S3 92.29 93.38 95.81
S4 90.46 91.55 95.30
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 113.63 109.68 96.70
R3 107.41 103.46 94.99
R2 101.19 101.19 94.42
R1 97.24 97.24 93.85 96.11
PP 94.97 94.97 94.97 94.41
S1 91.02 91.02 92.71 89.89
S2 88.75 88.75 92.14
S3 82.53 84.80 91.57
S4 76.31 78.58 89.86
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.68 92.24 4.44 4.6% 2.13 2.2% 92% True False 55,045
10 98.93 92.24 6.69 6.9% 1.93 2.0% 61% False False 44,403
20 98.93 91.54 7.39 7.7% 1.79 1.9% 65% False False 36,561
40 98.93 90.50 8.43 8.8% 1.81 1.9% 69% False False 27,788
60 98.93 86.47 12.46 12.9% 1.83 1.9% 79% False False 22,625
80 98.93 86.47 12.46 12.9% 1.67 1.7% 79% False False 18,893
100 99.41 86.47 12.94 13.4% 1.56 1.6% 76% False False 16,605
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 0.43
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 104.46
2.618 101.47
1.618 99.64
1.000 98.51
0.618 97.81
HIGH 96.68
0.618 95.98
0.500 95.77
0.382 95.55
LOW 94.85
0.618 93.72
1.000 93.02
1.618 91.89
2.618 90.06
4.250 87.07
Fisher Pivots for day following 27-Jun-2013
Pivot 1 day 3 day
R1 96.13 95.86
PP 95.95 95.40
S1 95.77 94.95

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.