NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 92.85 90.05 -2.80 -3.0% 95.85
High 92.96 92.19 -0.77 -0.8% 96.44
Low 90.29 90.05 -0.24 -0.3% 90.29
Close 90.83 91.79 0.96 1.1% 90.83
Range 2.67 2.14 -0.53 -19.9% 6.15
ATR 1.47 1.52 0.05 3.2% 0.00
Volume 4,860 3,464 -1,396 -28.7% 13,783
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 97.76 96.92 92.97
R3 95.62 94.78 92.38
R2 93.48 93.48 92.18
R1 92.64 92.64 91.99 93.06
PP 91.34 91.34 91.34 91.56
S1 90.50 90.50 91.59 90.92
S2 89.20 89.20 91.40
S3 87.06 88.36 91.20
S4 84.92 86.22 90.61
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 90.05 6.39 7.0% 1.79 1.9% 27% False True 2,778
10 96.44 90.05 6.39 7.0% 1.47 1.6% 27% False True 3,102
20 96.44 90.05 6.39 7.0% 1.40 1.5% 27% False True 2,929
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.07
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 101.29
2.618 97.79
1.618 95.65
1.000 94.33
0.618 93.51
HIGH 92.19
0.618 91.37
0.500 91.12
0.382 90.87
LOW 90.05
0.618 88.73
1.000 87.91
1.618 86.59
2.618 84.45
4.250 80.96
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 91.57 92.46
PP 91.34 92.24
S1 91.12 92.01

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

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