NYMEX Light Sweet Crude Oil Future November 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 94.95 93.04 -1.91 -2.0% 94.26
High 95.31 93.70 -1.61 -1.7% 95.91
Low 93.40 91.69 -1.71 -1.8% 91.80
Close 93.64 93.55 -0.09 -0.1% 95.40
Range 1.91 2.01 0.10 5.2% 4.11
ATR 1.70 1.72 0.02 1.3% 0.00
Volume 9,709 10,868 1,159 11.9% 50,529
Daily Pivots for day following 23-May-2013
Classic Woodie Camarilla DeMark
R4 99.01 98.29 94.66
R3 97.00 96.28 94.10
R2 94.99 94.99 93.92
R1 94.27 94.27 93.73 94.63
PP 92.98 92.98 92.98 93.16
S1 92.26 92.26 93.37 92.62
S2 90.97 90.97 93.18
S3 88.96 90.25 93.00
S4 86.95 88.24 92.44
Weekly Pivots for week ending 17-May-2013
Classic Woodie Camarilla DeMark
R4 106.70 105.16 97.66
R3 102.59 101.05 96.53
R2 98.48 98.48 96.15
R1 96.94 96.94 95.78 97.71
PP 94.37 94.37 94.37 94.76
S1 92.83 92.83 95.02 93.60
S2 90.26 90.26 94.65
S3 86.15 88.72 94.27
S4 82.04 84.61 93.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.30 91.69 4.61 4.9% 1.59 1.7% 40% False True 11,056
10 96.30 91.69 4.61 4.9% 1.69 1.8% 40% False True 10,652
20 96.30 89.26 7.04 7.5% 1.70 1.8% 61% False False 10,713
40 96.74 85.96 10.78 11.5% 1.68 1.8% 70% False False 9,032
60 96.74 85.96 10.78 11.5% 1.47 1.6% 70% False False 7,698
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 0.33
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 102.24
2.618 98.96
1.618 96.95
1.000 95.71
0.618 94.94
HIGH 93.70
0.618 92.93
0.500 92.70
0.382 92.46
LOW 91.69
0.618 90.45
1.000 89.68
1.618 88.44
2.618 86.43
4.250 83.15
Fisher Pivots for day following 23-May-2013
Pivot 1 day 3 day
R1 93.27 93.86
PP 92.98 93.75
S1 92.70 93.65

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

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