NYMEX Light Sweet Crude Oil Future March 2014


Trading Metrics calculated at close of trading on 24-Jul-2013
Day Change Summary
Previous Current
23-Jul-2013 24-Jul-2013 Change Change % Previous Week
Open 98.24 98.39 0.15 0.2% 96.91
High 98.77 98.72 -0.05 -0.1% 99.39
Low 97.76 96.94 -0.82 -0.8% 96.75
Close 98.73 97.74 -0.99 -1.0% 98.38
Range 1.01 1.78 0.77 76.2% 2.64
ATR 1.17 1.21 0.04 3.8% 0.00
Volume 9,543 11,490 1,947 20.4% 65,636
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 103.14 102.22 98.72
R3 101.36 100.44 98.23
R2 99.58 99.58 98.07
R1 98.66 98.66 97.90 98.23
PP 97.80 97.80 97.80 97.59
S1 96.88 96.88 97.58 96.45
S2 96.02 96.02 97.41
S3 94.24 95.10 97.25
S4 92.46 93.32 96.76
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 106.09 104.88 99.83
R3 103.45 102.24 99.11
R2 100.81 100.81 98.86
R1 99.60 99.60 98.62 100.21
PP 98.17 98.17 98.17 98.48
S1 96.96 96.96 98.14 97.57
S2 95.53 95.53 97.90
S3 92.89 94.32 97.65
S4 90.25 91.68 96.93
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 99.39 96.94 2.45 2.5% 1.38 1.4% 33% False True 13,938
10 99.39 96.03 3.36 3.4% 1.15 1.2% 51% False False 15,535
20 99.39 90.14 9.25 9.5% 1.07 1.1% 82% False False 15,116
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 21 trading days
Fibonacci Retracements and Extensions
4.250 106.29
2.618 103.38
1.618 101.60
1.000 100.50
0.618 99.82
HIGH 98.72
0.618 98.04
0.500 97.83
0.382 97.62
LOW 96.94
0.618 95.84
1.000 95.16
1.618 94.06
2.618 92.28
4.250 89.38
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 97.83 97.96
PP 97.80 97.89
S1 97.77 97.81

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

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