NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 11-Jul-2013
Day Change Summary
Previous Current
10-Jul-2013 11-Jul-2013 Change Change % Previous Week
Open 101.15 102.75 1.60 1.6% 95.27
High 102.33 103.06 0.73 0.7% 100.77
Low 100.90 101.20 0.30 0.3% 94.67
Close 102.29 101.59 -0.70 -0.7% 100.45
Range 1.43 1.86 0.43 30.1% 6.10
ATR 1.75 1.76 0.01 0.5% 0.00
Volume 37,582 59,585 22,003 58.5% 205,300
Daily Pivots for day following 11-Jul-2013
Classic Woodie Camarilla DeMark
R4 107.53 106.42 102.61
R3 105.67 104.56 102.10
R2 103.81 103.81 101.93
R1 102.70 102.70 101.76 102.33
PP 101.95 101.95 101.95 101.76
S1 100.84 100.84 101.42 100.47
S2 100.09 100.09 101.25
S3 98.23 98.98 101.08
S4 96.37 97.12 100.57
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
5 103.06 98.36 4.70 4.6% 1.70 1.7% 69% True False 50,687
10 103.06 94.14 8.92 8.8% 1.71 1.7% 84% True False 43,071
20 103.06 91.95 11.11 10.9% 1.74 1.7% 87% True False 34,647
40 103.06 91.22 11.84 11.7% 1.72 1.7% 88% True False 25,128
60 103.06 85.96 17.10 16.8% 1.73 1.7% 91% True False 19,941
80 103.06 85.96 17.10 16.8% 1.65 1.6% 91% True False 16,623
100 103.06 85.96 17.10 16.8% 1.52 1.5% 91% True False 14,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.25
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 110.97
2.618 107.93
1.618 106.07
1.000 104.92
0.618 104.21
HIGH 103.06
0.618 102.35
0.500 102.13
0.382 101.91
LOW 101.20
0.618 100.05
1.000 99.34
1.618 98.19
2.618 96.33
4.250 93.30
Fisher Pivots for day following 11-Jul-2013
Pivot 1 day 3 day
R1 102.13 101.57
PP 101.95 101.55
S1 101.77 101.53

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

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