NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 08-Jul-2013
Day Change Summary
Previous Current
05-Jul-2013 08-Jul-2013 Change Change % Previous Week
Open 98.78 101.18 2.40 2.4% 95.27
High 100.77 101.18 0.41 0.4% 100.77
Low 98.36 99.73 1.37 1.4% 94.67
Close 100.45 100.55 0.10 0.1% 100.45
Range 2.41 1.45 -0.96 -39.8% 6.10
ATR 1.82 1.80 -0.03 -1.5% 0.00
Volume 68,371 29,517 -38,854 -56.8% 205,300
Daily Pivots for day following 08-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.84 104.14 101.35
R3 103.39 102.69 100.95
R2 101.94 101.94 100.82
R1 101.24 101.24 100.68 100.87
PP 100.49 100.49 100.49 100.30
S1 99.79 99.79 100.42 99.42
S2 99.04 99.04 100.28
S3 97.59 98.34 100.15
S4 96.14 96.89 99.75
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 116.93 114.79 103.81
R3 110.83 108.69 102.13
R2 104.73 104.73 101.57
R1 102.59 102.59 101.01 103.66
PP 98.63 98.63 98.63 99.17
S1 96.49 96.49 99.89 97.56
S2 92.53 92.53 99.33
S3 86.43 90.39 98.77
S4 80.33 84.29 97.10
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 101.18 94.67 6.51 6.5% 1.88 1.9% 90% True False 46,963
10 101.18 91.95 9.23 9.2% 1.77 1.8% 93% True False 38,640
20 101.18 91.95 9.23 9.2% 1.69 1.7% 93% True False 30,249
40 101.18 91.22 9.96 9.9% 1.72 1.7% 94% True False 22,050
60 101.18 85.96 15.22 15.1% 1.78 1.8% 96% True False 17,907
80 101.18 85.96 15.22 15.1% 1.63 1.6% 96% True False 14,835
100 101.18 85.96 15.22 15.1% 1.50 1.5% 96% True False 12,847
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.32
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 107.34
2.618 104.98
1.618 103.53
1.000 102.63
0.618 102.08
HIGH 101.18
0.618 100.63
0.500 100.46
0.382 100.28
LOW 99.73
0.618 98.83
1.000 98.28
1.618 97.38
2.618 95.93
4.250 93.57
Fisher Pivots for day following 08-Jul-2013
Pivot 1 day 3 day
R1 100.52 100.14
PP 100.49 99.72
S1 100.46 99.31

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

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