NYMEX Light Sweet Crude Oil Future December 2013


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 101.45 101.26 -0.19 -0.2% 103.03
High 101.90 101.29 -0.61 -0.6% 103.38
Low 100.80 100.06 -0.74 -0.7% 100.48
Close 101.41 100.49 -0.92 -0.9% 101.42
Range 1.10 1.23 0.13 11.8% 2.90
ATR 1.60 1.58 -0.02 -1.1% 0.00
Volume 37,884 43,271 5,387 14.2% 358,040
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 104.30 103.63 101.17
R3 103.07 102.40 100.83
R2 101.84 101.84 100.72
R1 101.17 101.17 100.60 100.89
PP 100.61 100.61 100.61 100.48
S1 99.94 99.94 100.38 99.66
S2 99.38 99.38 100.26
S3 98.15 98.71 100.15
S4 96.92 97.48 99.81
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
5 102.82 100.06 2.76 2.7% 1.49 1.5% 16% False True 58,263
10 103.64 100.06 3.58 3.6% 1.51 1.5% 12% False True 65,445
20 103.64 95.20 8.44 8.4% 1.52 1.5% 63% False False 85,695
40 103.64 91.05 12.59 12.5% 1.64 1.6% 75% False False 78,827
60 103.64 90.69 12.95 12.9% 1.69 1.7% 76% False False 71,138
80 103.64 85.52 18.12 18.0% 1.79 1.8% 83% False False 67,819
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 106.52
2.618 104.51
1.618 103.28
1.000 102.52
0.618 102.05
HIGH 101.29
0.618 100.82
0.500 100.68
0.382 100.53
LOW 100.06
0.618 99.30
1.000 98.83
1.618 98.07
2.618 96.84
4.250 94.83
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 100.68 100.98
PP 100.61 100.82
S1 100.55 100.65

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

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