NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 19-Jul-2013
Day Change Summary
Previous Current
18-Jul-2013 19-Jul-2013 Change Change % Previous Week
Open 101.95 103.21 1.26 1.2% 101.25
High 103.18 103.64 0.46 0.4% 103.64
Low 101.64 101.81 0.17 0.2% 100.29
Close 103.08 102.68 -0.40 -0.4% 102.68
Range 1.54 1.83 0.29 18.8% 3.35
ATR 1.64 1.65 0.01 0.8% 0.00
Volume 62,088 88,308 26,220 42.2% 344,704
Daily Pivots for day following 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 108.20 107.27 103.69
R3 106.37 105.44 103.18
R2 104.54 104.54 103.02
R1 103.61 103.61 102.85 103.16
PP 102.71 102.71 102.71 102.49
S1 101.78 101.78 102.51 101.33
S2 100.88 100.88 102.34
S3 99.05 99.95 102.18
S4 97.22 98.12 101.67
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 112.25 110.82 104.52
R3 108.90 107.47 103.60
R2 105.55 105.55 103.29
R1 104.12 104.12 102.99 104.84
PP 102.20 102.20 102.20 102.56
S1 100.77 100.77 102.37 101.49
S2 98.85 98.85 102.07
S3 95.50 97.42 101.76
S4 92.15 94.07 100.84
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 103.64 100.29 3.35 3.3% 1.47 1.4% 71% True False 68,940
10 103.64 98.37 5.27 5.1% 1.46 1.4% 82% True False 87,674
20 103.64 91.05 12.59 12.3% 1.67 1.6% 92% True False 90,989
40 103.64 90.69 12.95 12.6% 1.74 1.7% 93% True False 77,248
60 103.64 88.78 14.86 14.5% 1.79 1.7% 94% True False 70,811
80 103.64 85.52 18.12 17.6% 1.80 1.8% 95% True False 66,847
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 111.42
2.618 108.43
1.618 106.60
1.000 105.47
0.618 104.77
HIGH 103.64
0.618 102.94
0.500 102.73
0.382 102.51
LOW 101.81
0.618 100.68
1.000 99.98
1.618 98.85
2.618 97.02
4.250 94.03
Fisher Pivots for day following 19-Jul-2013
Pivot 1 day 3 day
R1 102.73 102.53
PP 102.71 102.38
S1 102.70 102.23

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

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