NYMEX Light Sweet Crude Oil Future January 2014


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 92.01 91.66 -0.35 -0.4% 91.90
High 92.51 91.66 -0.85 -0.9% 94.32
Low 90.58 90.77 0.19 0.2% 90.58
Close 92.20 90.83 -1.37 -1.5% 90.83
Range 1.93 0.89 -1.04 -53.9% 3.74
ATR 1.64 1.63 -0.02 -0.9% 0.00
Volume 4,093 5,823 1,730 42.3% 18,365
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 93.76 93.18 91.32
R3 92.87 92.29 91.07
R2 91.98 91.98 90.99
R1 91.40 91.40 90.91 91.25
PP 91.09 91.09 91.09 91.01
S1 90.51 90.51 90.75 90.36
S2 90.20 90.20 90.67
S3 89.31 89.62 90.59
S4 88.42 88.73 90.34
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 103.13 100.72 92.89
R3 99.39 96.98 91.86
R2 95.65 95.65 91.52
R1 93.24 93.24 91.17 92.58
PP 91.91 91.91 91.91 91.58
S1 89.50 89.50 90.49 88.84
S2 88.17 88.17 90.14
S3 84.43 85.76 89.80
S4 80.69 82.02 88.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.32 90.58 3.74 4.1% 1.65 1.8% 7% False False 4,691
10 95.18 90.58 4.60 5.1% 1.52 1.7% 5% False False 4,604
20 95.18 90.58 4.60 5.1% 1.46 1.6% 5% False False 5,438
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 95.44
2.618 93.99
1.618 93.10
1.000 92.55
0.618 92.21
HIGH 91.66
0.618 91.32
0.500 91.22
0.382 91.11
LOW 90.77
0.618 90.22
1.000 89.88
1.618 89.33
2.618 88.44
4.250 86.99
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 91.22 92.11
PP 91.09 91.68
S1 90.96 91.26

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

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