NYMEX Light Sweet Crude Oil Future February 2014


Trading Metrics calculated at close of trading on 31-Jul-2013
Day Change Summary
Previous Current
30-Jul-2013 31-Jul-2013 Change Change % Previous Week
Open 98.59 97.99 -0.60 -0.6% 100.00
High 98.59 99.20 0.61 0.6% 100.18
Low 97.99 97.76 -0.23 -0.2% 98.04
Close 98.29 99.14 0.85 0.9% 98.87
Range 0.60 1.44 0.84 140.0% 2.14
ATR 1.15 1.17 0.02 1.8% 0.00
Volume 4,969 11,794 6,825 137.4% 43,814
Daily Pivots for day following 31-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.02 102.52 99.93
R3 101.58 101.08 99.54
R2 100.14 100.14 99.40
R1 99.64 99.64 99.27 99.89
PP 98.70 98.70 98.70 98.83
S1 98.20 98.20 99.01 98.45
S2 97.26 97.26 98.88
S3 95.82 96.76 98.74
S4 94.38 95.32 98.35
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 105.45 104.30 100.05
R3 103.31 102.16 99.46
R2 101.17 101.17 99.26
R1 100.02 100.02 99.07 99.53
PP 99.03 99.03 99.03 98.78
S1 97.88 97.88 98.67 97.39
S2 96.89 96.89 98.48
S3 94.75 95.74 98.28
S4 92.61 93.60 97.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.34 97.76 1.58 1.6% 0.97 1.0% 87% False True 8,413
10 100.56 97.76 2.80 2.8% 1.13 1.1% 49% False True 8,644
20 100.56 95.28 5.28 5.3% 1.05 1.1% 73% False False 10,558
40 100.56 90.05 10.51 10.6% 1.13 1.1% 86% False False 7,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 105.32
2.618 102.97
1.618 101.53
1.000 100.64
0.618 100.09
HIGH 99.20
0.618 98.65
0.500 98.48
0.382 98.31
LOW 97.76
0.618 96.87
1.000 96.32
1.618 95.43
2.618 93.99
4.250 91.64
Fisher Pivots for day following 31-Jul-2013
Pivot 1 day 3 day
R1 98.92 98.92
PP 98.70 98.70
S1 98.48 98.48

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

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