NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 16-Jul-2013
Day Change Summary
Previous Current
15-Jul-2013 16-Jul-2013 Change Change % Previous Week
Open 101.25 101.63 0.38 0.4% 99.47
High 101.78 102.31 0.53 0.5% 101.54
Low 100.29 101.16 0.87 0.9% 98.37
Close 101.56 101.55 -0.01 0.0% 101.31
Range 1.49 1.15 -0.34 -22.8% 3.17
ATR 1.71 1.67 -0.04 -2.3% 0.00
Volume 83,989 45,452 -38,537 -45.9% 532,043
Daily Pivots for day following 16-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.12 104.49 102.18
R3 103.97 103.34 101.87
R2 102.82 102.82 101.76
R1 102.19 102.19 101.66 101.93
PP 101.67 101.67 101.67 101.55
S1 101.04 101.04 101.44 100.78
S2 100.52 100.52 101.34
S3 99.37 99.89 101.23
S4 98.22 98.74 100.92
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 109.92 108.78 103.05
R3 106.75 105.61 102.18
R2 103.58 103.58 101.89
R1 102.44 102.44 101.60 103.01
PP 100.41 100.41 100.41 100.69
S1 99.27 99.27 101.02 99.84
S2 97.24 97.24 100.73
S3 94.07 96.10 100.44
S4 90.90 92.93 99.57
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.31 99.41 2.90 2.9% 1.42 1.4% 74% True False 98,495
10 102.31 95.20 7.11 7.0% 1.54 1.5% 89% True False 105,944
20 102.31 91.05 11.26 11.1% 1.73 1.7% 93% True False 88,796
40 102.31 90.69 11.62 11.4% 1.74 1.7% 93% True False 75,750
60 102.31 87.15 15.16 14.9% 1.80 1.8% 95% True False 69,274
80 102.31 85.52 16.79 16.5% 1.80 1.8% 95% True False 66,056
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.40
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 107.20
2.618 105.32
1.618 104.17
1.000 103.46
0.618 103.02
HIGH 102.31
0.618 101.87
0.500 101.74
0.382 101.60
LOW 101.16
0.618 100.45
1.000 100.01
1.618 99.30
2.618 98.15
4.250 96.27
Fisher Pivots for day following 16-Jul-2013
Pivot 1 day 3 day
R1 101.74 101.40
PP 101.67 101.25
S1 101.61 101.10

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

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