NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 102.61 103.65 1.04 1.0% 101.18
High 103.61 104.77 1.16 1.1% 103.06
Low 102.16 103.16 1.00 1.0% 99.73
Close 103.58 104.62 1.04 1.0% 102.66
Range 1.45 1.61 0.16 11.0% 3.33
ATR 1.67 1.67 0.00 -0.3% 0.00
Volume 20,452 27,937 7,485 36.6% 230,643
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.01 108.43 105.51
R3 107.40 106.82 105.06
R2 105.79 105.79 104.92
R1 105.21 105.21 104.77 105.50
PP 104.18 104.18 104.18 104.33
S1 103.60 103.60 104.47 103.89
S2 102.57 102.57 104.32
S3 100.96 101.99 104.18
S4 99.35 100.38 103.73
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 111.81 110.56 104.49
R3 108.48 107.23 103.58
R2 105.15 105.15 103.27
R1 103.90 103.90 102.97 104.53
PP 101.82 101.82 101.82 102.13
S1 100.57 100.57 102.35 101.20
S2 98.49 98.49 102.05
S3 95.16 97.24 101.74
S4 91.83 93.91 100.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 104.77 101.16 3.61 3.5% 1.48 1.4% 96% True False 30,321
10 104.77 98.36 6.41 6.1% 1.59 1.5% 98% True False 40,504
20 104.77 91.95 12.82 12.3% 1.78 1.7% 99% True False 37,507
40 104.77 91.22 13.55 13.0% 1.70 1.6% 99% True False 27,580
60 104.77 89.15 15.62 14.9% 1.71 1.6% 99% True False 21,919
80 104.77 85.96 18.81 18.0% 1.67 1.6% 99% True False 18,234
100 104.77 85.96 18.81 18.0% 1.54 1.5% 99% True False 15,525
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 0.34
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 111.61
2.618 108.98
1.618 107.37
1.000 106.38
0.618 105.76
HIGH 104.77
0.618 104.15
0.500 103.97
0.382 103.78
LOW 103.16
0.618 102.17
1.000 101.55
1.618 100.56
2.618 98.95
4.250 96.32
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 104.40 104.24
PP 104.18 103.85
S1 103.97 103.47

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

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