NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 09-Jul-2013
Day Change Summary
Previous Current
08-Jul-2013 09-Jul-2013 Change Change % Previous Week
Open 101.18 100.13 -1.05 -1.0% 95.27
High 101.18 101.35 0.17 0.2% 100.77
Low 99.73 100.00 0.27 0.3% 94.67
Close 100.55 100.80 0.25 0.2% 100.45
Range 1.45 1.35 -0.10 -6.9% 6.10
ATR 1.80 1.76 -0.03 -1.8% 0.00
Volume 29,517 58,380 28,863 97.8% 205,300
Daily Pivots for day following 09-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.77 104.13 101.54
R3 103.42 102.78 101.17
R2 102.07 102.07 101.05
R1 101.43 101.43 100.92 101.75
PP 100.72 100.72 100.72 100.88
S1 100.08 100.08 100.68 100.40
S2 99.37 99.37 100.55
S3 98.02 98.73 100.43
S4 96.67 97.38 100.06
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
5 101.35 95.99 5.36 5.3% 1.77 1.8% 90% True False 54,579
10 101.35 92.64 8.71 8.6% 1.68 1.7% 94% True False 42,157
20 101.35 91.95 9.40 9.3% 1.71 1.7% 94% True False 31,314
40 101.35 91.22 10.13 10.0% 1.69 1.7% 95% True False 23,241
60 101.35 85.96 15.39 15.3% 1.76 1.7% 96% True False 18,742
80 101.35 85.96 15.39 15.3% 1.64 1.6% 96% True False 15,492
100 101.35 85.96 15.39 15.3% 1.51 1.5% 96% True False 13,351
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 0.26
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 107.09
2.618 104.88
1.618 103.53
1.000 102.70
0.618 102.18
HIGH 101.35
0.618 100.83
0.500 100.68
0.382 100.52
LOW 100.00
0.618 99.17
1.000 98.65
1.618 97.82
2.618 96.47
4.250 94.26
Fisher Pivots for day following 09-Jul-2013
Pivot 1 day 3 day
R1 100.76 100.49
PP 100.72 100.17
S1 100.68 99.86

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

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