NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 05-Jul-2013
Day Change Summary
Previous Current
03-Jul-2013 05-Jul-2013 Change Change % Previous Week
Open 95.30 95.60 0.30 0.3% 93.69
High 96.04 96.74 0.70 0.7% 96.74
Low 95.28 95.29 0.01 0.0% 93.50
Close 95.89 96.74 0.85 0.9% 96.74
Range 0.76 1.45 0.69 90.8% 3.24
ATR 1.35 1.35 0.01 0.6% 0.00
Volume 11,728 13,686 1,958 16.7% 35,655
Daily Pivots for day following 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.61 100.12 97.54
R3 99.16 98.67 97.14
R2 97.71 97.71 97.01
R1 97.22 97.22 96.87 97.47
PP 96.26 96.26 96.26 96.38
S1 95.77 95.77 96.61 96.02
S2 94.81 94.81 96.47
S3 93.36 94.32 96.34
S4 91.91 92.87 95.94
Weekly Pivots for week ending 05-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.38 104.30 98.52
R3 102.14 101.06 97.63
R2 98.90 98.90 97.33
R1 97.82 97.82 97.04 98.36
PP 95.66 95.66 95.66 95.93
S1 94.58 94.58 96.44 95.12
S2 92.42 92.42 96.15
S3 89.18 91.34 95.85
S4 85.94 88.10 94.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.74 92.82 3.92 4.1% 0.96 1.0% 100% True False 7,731
10 96.74 90.05 6.69 6.9% 1.26 1.3% 100% True False 6,801
20 96.74 90.05 6.69 6.9% 1.26 1.3% 100% True False 5,023
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 0.21
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 102.90
2.618 100.54
1.618 99.09
1.000 98.19
0.618 97.64
HIGH 96.74
0.618 96.19
0.500 96.02
0.382 95.84
LOW 95.29
0.618 94.39
1.000 93.84
1.618 92.94
2.618 91.49
4.250 89.13
Fisher Pivots for day following 05-Jul-2013
Pivot 1 day 3 day
R1 96.50 96.27
PP 96.26 95.79
S1 96.02 95.32

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

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