NYMEX Light Sweet Crude Oil Future October 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 103.89 104.64 0.75 0.7% 102.46
High 104.73 105.32 0.59 0.6% 104.80
Low 102.97 104.11 1.14 1.1% 100.93
Close 104.49 104.39 -0.10 -0.1% 104.14
Range 1.76 1.21 -0.55 -31.3% 3.87
ATR 1.91 1.86 -0.05 -2.6% 0.00
Volume 48,386 38,984 -9,402 -19.4% 352,145
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 108.24 107.52 105.06
R3 107.03 106.31 104.72
R2 105.82 105.82 104.61
R1 105.10 105.10 104.50 104.86
PP 104.61 104.61 104.61 104.48
S1 103.89 103.89 104.28 103.65
S2 103.40 103.40 104.17
S3 102.19 102.68 104.06
S4 100.98 101.47 103.72
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 114.90 113.39 106.27
R3 111.03 109.52 105.20
R2 107.16 107.16 104.85
R1 105.65 105.65 104.49 106.41
PP 103.29 103.29 103.29 103.67
S1 101.78 101.78 103.79 102.54
S2 99.42 99.42 103.43
S3 95.55 97.91 103.08
S4 91.68 94.04 102.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.32 102.39 2.93 2.8% 1.76 1.7% 68% True False 64,532
10 105.32 96.81 8.51 8.2% 1.87 1.8% 89% True False 78,799
20 105.32 92.24 13.08 12.5% 1.92 1.8% 93% True False 63,083
40 105.32 91.54 13.78 13.2% 1.82 1.7% 93% True False 43,877
60 105.32 87.95 17.37 16.6% 1.83 1.7% 95% True False 34,903
80 105.32 86.47 18.85 18.1% 1.78 1.7% 95% True False 28,891
100 105.32 86.47 18.85 18.1% 1.64 1.6% 95% True False 24,343
120 105.32 86.47 18.85 18.1% 1.53 1.5% 95% True False 21,651
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 110.46
2.618 108.49
1.618 107.28
1.000 106.53
0.618 106.07
HIGH 105.32
0.618 104.86
0.500 104.72
0.382 104.57
LOW 104.11
0.618 103.36
1.000 102.90
1.618 102.15
2.618 100.94
4.250 98.97
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 104.72 104.25
PP 104.61 104.10
S1 104.50 103.96

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

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