NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 21-Jun-2013
Day Change Summary
Previous Current
20-Jun-2013 21-Jun-2013 Change Change % Previous Week
Open 94.87 92.85 -2.02 -2.1% 95.85
High 94.87 92.96 -1.91 -2.0% 96.44
Low 92.42 90.29 -2.13 -2.3% 90.29
Close 92.42 90.83 -1.59 -1.7% 90.83
Range 2.45 2.67 0.22 9.0% 6.15
ATR 1.38 1.47 0.09 6.7% 0.00
Volume 2,012 4,860 2,848 141.6% 13,783
Daily Pivots for day following 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 99.37 97.77 92.30
R3 96.70 95.10 91.56
R2 94.03 94.03 91.32
R1 92.43 92.43 91.07 91.90
PP 91.36 91.36 91.36 91.09
S1 89.76 89.76 90.59 89.23
S2 88.69 88.69 90.34
S3 86.02 87.09 90.10
S4 83.35 84.42 89.36
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 110.97 107.05 94.21
R3 104.82 100.90 92.52
R2 98.67 98.67 91.96
R1 94.75 94.75 91.39 93.64
PP 92.52 92.52 92.52 91.96
S1 88.60 88.60 90.27 87.49
S2 86.37 86.37 89.70
S3 80.22 82.45 89.14
S4 74.07 76.30 87.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.44 90.29 6.15 6.8% 1.46 1.6% 9% False True 2,756
10 96.44 90.29 6.15 6.8% 1.31 1.4% 9% False True 3,240
20 96.44 90.27 6.17 6.8% 1.34 1.5% 9% False False 2,881
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 0.08
Widest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 104.31
2.618 99.95
1.618 97.28
1.000 95.63
0.618 94.61
HIGH 92.96
0.618 91.94
0.500 91.63
0.382 91.31
LOW 90.29
0.618 88.64
1.000 87.62
1.618 85.97
2.618 83.30
4.250 78.94
Fisher Pivots for day following 21-Jun-2013
Pivot 1 day 3 day
R1 91.63 93.37
PP 91.36 92.52
S1 91.10 91.68

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

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