NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 19-Jun-2013
Day Change Summary
Previous Current
18-Jun-2013 19-Jun-2013 Change Change % Previous Week
Open 95.36 96.20 0.84 0.9% 93.51
High 96.11 96.44 0.33 0.3% 95.86
Low 95.36 95.52 0.16 0.2% 92.23
Close 96.07 96.00 -0.07 -0.1% 95.50
Range 0.75 0.92 0.17 22.7% 3.63
ATR 1.24 1.21 -0.02 -1.8% 0.00
Volume 2,187 1,367 -820 -37.5% 18,622
Daily Pivots for day following 19-Jun-2013
Classic Woodie Camarilla DeMark
R4 98.75 98.29 96.51
R3 97.83 97.37 96.25
R2 96.91 96.91 96.17
R1 96.45 96.45 96.08 96.22
PP 95.99 95.99 95.99 95.87
S1 95.53 95.53 95.92 95.30
S2 95.07 95.07 95.83
S3 94.15 94.61 95.75
S4 93.23 93.69 95.49
Weekly Pivots for week ending 14-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.42 104.09 97.50
R3 101.79 100.46 96.50
R2 98.16 98.16 96.17
R1 96.83 96.83 95.83 97.50
PP 94.53 94.53 94.53 94.86
S1 93.20 93.20 95.17 93.87
S2 90.90 90.90 94.83
S3 87.27 89.57 94.50
S4 83.64 85.94 93.50
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.44 93.50 2.94 3.1% 1.00 1.0% 85% True False 2,498
10 96.44 91.91 4.53 4.7% 1.08 1.1% 90% True False 3,241
20 96.44 90.27 6.17 6.4% 1.26 1.3% 93% True False 2,738
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.16
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 100.35
2.618 98.85
1.618 97.93
1.000 97.36
0.618 97.01
HIGH 96.44
0.618 96.09
0.500 95.98
0.382 95.87
LOW 95.52
0.618 94.95
1.000 94.60
1.618 94.03
2.618 93.11
4.250 91.61
Fisher Pivots for day following 19-Jun-2013
Pivot 1 day 3 day
R1 95.99 95.97
PP 95.99 95.93
S1 95.98 95.90

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

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