NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 02-Jul-2013
Day Change Summary
Previous Current
01-Jul-2013 02-Jul-2013 Change Change % Previous Week
Open 93.69 93.97 0.28 0.3% 90.05
High 94.20 94.75 0.55 0.6% 93.87
Low 93.50 93.89 0.39 0.4% 90.05
Close 93.91 94.69 0.78 0.8% 92.93
Range 0.70 0.86 0.16 22.9% 3.82
ATR 1.38 1.35 -0.04 -2.7% 0.00
Volume 3,477 6,764 3,287 94.5% 27,496
Daily Pivots for day following 02-Jul-2013
Classic Woodie Camarilla DeMark
R4 97.02 96.72 95.16
R3 96.16 95.86 94.93
R2 95.30 95.30 94.85
R1 95.00 95.00 94.77 95.15
PP 94.44 94.44 94.44 94.52
S1 94.14 94.14 94.61 94.29
S2 93.58 93.58 94.53
S3 92.72 93.28 94.45
S4 91.86 92.42 94.22
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 94.75 91.35 3.40 3.6% 0.95 1.0% 98% True False 5,354
10 96.44 90.05 6.39 6.7% 1.37 1.5% 73% False False 4,597
20 96.44 90.05 6.39 6.7% 1.21 1.3% 73% False False 4,040
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 98.41
2.618 97.00
1.618 96.14
1.000 95.61
0.618 95.28
HIGH 94.75
0.618 94.42
0.500 94.32
0.382 94.22
LOW 93.89
0.618 93.36
1.000 93.03
1.618 92.50
2.618 91.64
4.250 90.24
Fisher Pivots for day following 02-Jul-2013
Pivot 1 day 3 day
R1 94.57 94.39
PP 94.44 94.09
S1 94.32 93.79

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

View Archives - Comment on this page... - Back to Index of Symbols