NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 03-Jul-2013
Day Change Summary
Previous Current
02-Jul-2013 03-Jul-2013 Change Change % Previous Week
Open 93.49 94.61 1.12 1.2% 90.20
High 93.94 95.44 1.50 1.6% 93.05
Low 93.17 94.52 1.35 1.4% 89.48
Close 93.94 95.05 1.11 1.2% 92.27
Range 0.77 0.92 0.15 19.5% 3.57
ATR 1.29 1.30 0.02 1.2% 0.00
Volume 9,637 20,684 11,047 114.6% 55,809
Daily Pivots for day following 03-Jul-2013
Classic Woodie Camarilla DeMark
R4 97.76 97.33 95.56
R3 96.84 96.41 95.30
R2 95.92 95.92 95.22
R1 95.49 95.49 95.13 95.71
PP 95.00 95.00 95.00 95.11
S1 94.57 94.57 94.97 94.79
S2 94.08 94.08 94.88
S3 93.16 93.65 94.80
S4 92.24 92.73 94.54
Weekly Pivots for week ending 28-Jun-2013
Classic Woodie Camarilla DeMark
R4 102.31 100.86 94.23
R3 98.74 97.29 93.25
R2 95.17 95.17 92.92
R1 93.72 93.72 92.60 94.45
PP 91.60 91.60 91.60 91.96
S1 90.15 90.15 91.94 90.88
S2 88.03 88.03 91.62
S3 84.46 86.58 91.29
S4 80.89 83.01 90.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.44 91.74 3.70 3.9% 0.85 0.9% 89% True False 10,339
10 95.44 89.48 5.96 6.3% 1.43 1.5% 93% True False 10,887
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.23
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 99.35
2.618 97.85
1.618 96.93
1.000 96.36
0.618 96.01
HIGH 95.44
0.618 95.09
0.500 94.98
0.382 94.87
LOW 94.52
0.618 93.95
1.000 93.60
1.618 93.03
2.618 92.11
4.250 90.61
Fisher Pivots for day following 03-Jul-2013
Pivot 1 day 3 day
R1 95.03 94.77
PP 95.00 94.48
S1 94.98 94.20

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

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