NYMEX Light Sweet Crude Oil Future November 2013


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 103.88 104.21 0.33 0.3% 102.36
High 104.34 104.37 0.03 0.0% 105.19
Low 102.82 102.00 -0.82 -0.8% 101.58
Close 104.19 102.68 -1.51 -1.4% 104.35
Range 1.52 2.37 0.85 55.9% 3.61
ATR 1.66 1.71 0.05 3.1% 0.00
Volume 33,354 33,185 -169 -0.5% 146,029
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.13 108.77 103.98
R3 107.76 106.40 103.33
R2 105.39 105.39 103.11
R1 104.03 104.03 102.90 103.53
PP 103.02 103.02 103.02 102.76
S1 101.66 101.66 102.46 101.16
S2 100.65 100.65 102.25
S3 98.28 99.29 102.03
S4 95.91 96.92 101.38
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 114.54 113.05 106.34
R3 110.93 109.44 105.34
R2 107.32 107.32 105.01
R1 105.83 105.83 104.68 106.58
PP 103.71 103.71 103.71 104.08
S1 102.22 102.22 104.02 102.97
S2 100.10 100.10 103.69
S3 96.49 98.61 103.36
S4 92.88 95.00 102.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 105.19 102.00 3.19 3.1% 1.77 1.7% 21% False True 35,552
10 105.19 101.16 4.03 3.9% 1.65 1.6% 38% False False 36,101
20 105.19 92.64 12.55 12.2% 1.67 1.6% 80% False False 39,305
40 105.19 91.22 13.97 13.6% 1.69 1.6% 82% False False 30,248
60 105.19 89.26 15.93 15.5% 1.70 1.7% 84% False False 23,780
80 105.19 85.96 19.23 18.7% 1.71 1.7% 87% False False 19,800
100 105.19 85.96 19.23 18.7% 1.57 1.5% 87% False False 16,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 114.44
2.618 110.57
1.618 108.20
1.000 106.74
0.618 105.83
HIGH 104.37
0.618 103.46
0.500 103.19
0.382 102.91
LOW 102.00
0.618 100.54
1.000 99.63
1.618 98.17
2.618 95.80
4.250 91.93
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 103.19 103.54
PP 103.02 103.25
S1 102.85 102.97

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

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