NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 29-Jul-2013
Day Change Summary
Previous Current
26-Jul-2013 29-Jul-2013 Change Change % Previous Week
Open 101.80 101.45 -0.35 -0.3% 103.03
High 101.84 101.90 0.06 0.1% 103.38
Low 100.58 100.80 0.22 0.2% 100.48
Close 101.42 101.41 -0.01 0.0% 101.42
Range 1.26 1.10 -0.16 -12.7% 2.90
ATR 1.63 1.60 -0.04 -2.3% 0.00
Volume 71,588 37,884 -33,704 -47.1% 358,040
Daily Pivots for day following 29-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.67 104.14 102.02
R3 103.57 103.04 101.71
R2 102.47 102.47 101.61
R1 101.94 101.94 101.51 101.66
PP 101.37 101.37 101.37 101.23
S1 100.84 100.84 101.31 100.56
S2 100.27 100.27 101.21
S3 99.17 99.74 101.11
S4 98.07 98.64 100.81
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 110.46 108.84 103.02
R3 107.56 105.94 102.22
R2 104.66 104.66 101.95
R1 103.04 103.04 101.69 102.40
PP 101.76 101.76 101.76 101.44
S1 100.14 100.14 101.15 99.50
S2 98.86 98.86 100.89
S3 95.96 97.24 100.62
S4 93.06 94.34 99.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 102.82 100.48 2.34 2.3% 1.52 1.5% 40% False False 61,847
10 103.64 100.48 3.16 3.1% 1.50 1.5% 29% False False 65,663
20 103.64 93.94 9.70 9.6% 1.56 1.5% 77% False False 86,987
40 103.64 90.69 12.95 12.8% 1.66 1.6% 83% False False 79,204
60 103.64 90.69 12.95 12.8% 1.71 1.7% 83% False False 71,453
80 103.64 85.52 18.12 17.9% 1.80 1.8% 88% False False 68,185
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.39
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 106.58
2.618 104.78
1.618 103.68
1.000 103.00
0.618 102.58
HIGH 101.90
0.618 101.48
0.500 101.35
0.382 101.22
LOW 100.80
0.618 100.12
1.000 99.70
1.618 99.02
2.618 97.92
4.250 96.13
Fisher Pivots for day following 29-Jul-2013
Pivot 1 day 3 day
R1 101.39 101.36
PP 101.37 101.31
S1 101.35 101.26

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

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