NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 01-Jul-2013
Day Change Summary
Previous Current
28-Jun-2013 01-Jul-2013 Change Change % Previous Week
Open 93.34 93.69 0.35 0.4% 90.05
High 93.87 94.20 0.33 0.4% 93.87
Low 92.82 93.50 0.68 0.7% 90.05
Close 92.93 93.91 0.98 1.1% 92.93
Range 1.05 0.70 -0.35 -33.3% 3.82
ATR 1.39 1.38 -0.01 -0.6% 0.00
Volume 3,002 3,477 475 15.8% 27,496
Daily Pivots for day following 01-Jul-2013
Classic Woodie Camarilla DeMark
R4 95.97 95.64 94.30
R3 95.27 94.94 94.10
R2 94.57 94.57 94.04
R1 94.24 94.24 93.97 94.41
PP 93.87 93.87 93.87 93.95
S1 93.54 93.54 93.85 93.71
S2 93.17 93.17 93.78
S3 92.47 92.84 93.72
S4 91.77 92.14 93.53
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 103.74 102.16 95.03
R3 99.92 98.34 93.98
R2 96.10 96.10 93.63
R1 94.52 94.52 93.28 95.31
PP 92.28 92.28 92.28 92.68
S1 90.70 90.70 92.58 91.49
S2 88.46 88.46 92.23
S3 84.64 86.88 91.88
S4 80.82 83.06 90.83
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 94.20 91.35 2.85 3.0% 0.94 1.0% 90% True False 5,501
10 96.44 90.05 6.39 6.8% 1.36 1.5% 60% False False 4,139
20 96.44 90.05 6.39 6.8% 1.25 1.3% 60% False False 3,805
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.19
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 97.18
2.618 96.03
1.618 95.33
1.000 94.90
0.618 94.63
HIGH 94.20
0.618 93.93
0.500 93.85
0.382 93.77
LOW 93.50
0.618 93.07
1.000 92.80
1.618 92.37
2.618 91.67
4.250 90.53
Fisher Pivots for day following 01-Jul-2013
Pivot 1 day 3 day
R1 93.89 93.67
PP 93.87 93.42
S1 93.85 93.18

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

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