NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 25-Jul-2013
Day Change Summary
Previous Current
24-Jul-2013 25-Jul-2013 Change Change % Previous Week
Open 102.62 101.31 -1.31 -1.3% 101.25
High 102.82 102.03 -0.79 -0.8% 103.64
Low 100.51 100.48 -0.03 0.0% 100.29
Close 101.26 101.78 0.52 0.5% 102.68
Range 2.31 1.55 -0.76 -32.9% 3.35
ATR 1.67 1.66 -0.01 -0.5% 0.00
Volume 68,884 69,690 806 1.2% 344,704
Daily Pivots for day following 25-Jul-2013
Classic Woodie Camarilla DeMark
R4 106.08 105.48 102.63
R3 104.53 103.93 102.21
R2 102.98 102.98 102.06
R1 102.38 102.38 101.92 102.68
PP 101.43 101.43 101.43 101.58
S1 100.83 100.83 101.64 101.13
S2 99.88 99.88 101.50
S3 98.33 99.28 101.35
S4 96.78 97.73 100.93
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
5 103.64 100.48 3.16 3.1% 1.71 1.7% 41% False True 74,952
10 103.64 99.88 3.76 3.7% 1.58 1.5% 51% False False 75,717
20 103.64 93.38 10.26 10.1% 1.59 1.6% 82% False False 87,293
40 103.64 90.69 12.95 12.7% 1.71 1.7% 86% False False 79,153
60 103.64 88.78 14.86 14.6% 1.78 1.7% 87% False False 71,866
80 103.64 85.52 18.12 17.8% 1.83 1.8% 90% False False 67,991
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 108.62
2.618 106.09
1.618 104.54
1.000 103.58
0.618 102.99
HIGH 102.03
0.618 101.44
0.500 101.26
0.382 101.07
LOW 100.48
0.618 99.52
1.000 98.93
1.618 97.97
2.618 96.42
4.250 93.89
Fisher Pivots for day following 25-Jul-2013
Pivot 1 day 3 day
R1 101.61 101.74
PP 101.43 101.69
S1 101.26 101.65

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

View Archives - Comment on this page... - Back to Index of Symbols