NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 28-May-2013
Day Change Summary
Previous Current
24-May-2013 28-May-2013 Change Change % Previous Week
Open 92.34 91.90 -0.44 -0.5% 94.17
High 92.60 94.32 1.72 1.9% 95.18
Low 91.50 91.90 0.40 0.4% 90.95
Close 92.58 93.45 0.87 0.9% 92.58
Range 1.10 2.42 1.32 120.0% 4.23
ATR 1.54 1.60 0.06 4.1% 0.00
Volume 5,092 3,513 -1,579 -31.0% 23,902
Daily Pivots for day following 28-May-2013
Classic Woodie Camarilla DeMark
R4 100.48 99.39 94.78
R3 98.06 96.97 94.12
R2 95.64 95.64 93.89
R1 94.55 94.55 93.67 95.10
PP 93.22 93.22 93.22 93.50
S1 92.13 92.13 93.23 92.68
S2 90.80 90.80 93.01
S3 88.38 89.71 92.78
S4 85.96 87.29 92.12
Weekly Pivots for week ending 24-May-2013
Classic Woodie Camarilla DeMark
R4 105.59 103.32 94.91
R3 101.36 99.09 93.74
R2 97.13 97.13 93.36
R1 94.86 94.86 92.97 93.88
PP 92.90 92.90 92.90 92.42
S1 90.63 90.63 92.19 89.65
S2 88.67 88.67 91.80
S3 84.44 86.40 91.42
S4 80.21 82.17 90.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.90 90.95 3.95 4.2% 1.53 1.6% 63% False False 4,471
10 95.18 90.95 4.23 4.5% 1.52 1.6% 59% False False 4,465
20 95.18 88.45 6.73 7.2% 1.58 1.7% 74% False False 5,669
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 0.16
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 104.61
2.618 100.66
1.618 98.24
1.000 96.74
0.618 95.82
HIGH 94.32
0.618 93.40
0.500 93.11
0.382 92.82
LOW 91.90
0.618 90.40
1.000 89.48
1.618 87.98
2.618 85.56
4.250 81.62
Fisher Pivots for day following 28-May-2013
Pivot 1 day 3 day
R1 93.34 93.18
PP 93.22 92.91
S1 93.11 92.64

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

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