NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 20-Jun-2013
Day Change Summary
Previous Current
19-Jun-2013 20-Jun-2013 Change Change % Previous Week
Open 96.20 94.87 -1.33 -1.4% 93.51
High 96.44 94.87 -1.57 -1.6% 95.86
Low 95.52 92.42 -3.10 -3.2% 92.23
Close 96.00 92.42 -3.58 -3.7% 95.50
Range 0.92 2.45 1.53 166.3% 3.63
ATR 1.21 1.38 0.17 13.9% 0.00
Volume 1,367 2,012 645 47.2% 18,622
Daily Pivots for day following 20-Jun-2013
Classic Woodie Camarilla DeMark
R4 100.59 98.95 93.77
R3 98.14 96.50 93.09
R2 95.69 95.69 92.87
R1 94.05 94.05 92.64 93.65
PP 93.24 93.24 93.24 93.03
S1 91.60 91.60 92.20 91.20
S2 90.79 90.79 91.97
S3 88.34 89.15 91.75
S4 85.89 86.70 91.07
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 92.42 4.02 4.3% 1.24 1.3% 0% False True 2,408
10 96.44 91.91 4.53 4.9% 1.26 1.4% 11% False False 3,246
20 96.44 90.27 6.17 6.7% 1.30 1.4% 35% False False 2,751
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 0.15
Widest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 105.28
2.618 101.28
1.618 98.83
1.000 97.32
0.618 96.38
HIGH 94.87
0.618 93.93
0.500 93.65
0.382 93.36
LOW 92.42
0.618 90.91
1.000 89.97
1.618 88.46
2.618 86.01
4.250 82.01
Fisher Pivots for day following 20-Jun-2013
Pivot 1 day 3 day
R1 93.65 94.43
PP 93.24 93.76
S1 92.83 93.09

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

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