NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 15-Jul-2013
Day Change Summary
Previous Current
12-Jul-2013 15-Jul-2013 Change Change % Previous Week
Open 94.64 95.54 0.90 1.0% 94.20
High 95.61 95.69 0.08 0.1% 95.61
Low 94.60 94.82 0.22 0.2% 93.43
Close 95.50 95.62 0.12 0.1% 95.50
Range 1.01 0.87 -0.14 -13.9% 2.18
ATR 1.24 1.21 -0.03 -2.1% 0.00
Volume 36,916 26,379 -10,537 -28.5% 149,296
Daily Pivots for day following 15-Jul-2013
Classic Woodie Camarilla DeMark
R4 97.99 97.67 96.10
R3 97.12 96.80 95.86
R2 96.25 96.25 95.78
R1 95.93 95.93 95.70 96.09
PP 95.38 95.38 95.38 95.46
S1 95.06 95.06 95.54 95.22
S2 94.51 94.51 95.46
S3 93.64 94.19 95.38
S4 92.77 93.32 95.14
Weekly Pivots for week ending 12-Jul-2013
Classic Woodie Camarilla DeMark
R4 101.39 100.62 96.70
R3 99.21 98.44 96.10
R2 97.03 97.03 95.90
R1 96.26 96.26 95.70 96.65
PP 94.85 94.85 94.85 95.04
S1 94.08 94.08 95.30 94.47
S2 92.67 92.67 95.10
S3 90.49 91.90 94.90
S4 88.31 89.72 94.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 95.69 93.81 1.88 2.0% 0.80 0.8% 96% True False 30,547
10 95.69 90.96 4.73 4.9% 0.93 1.0% 99% True False 29,309
20 95.69 88.11 7.58 7.9% 1.23 1.3% 99% True False 24,339
40 95.69 88.11 7.58 7.9% 1.27 1.3% 99% True False 20,233
60 95.69 85.73 9.96 10.4% 1.36 1.4% 99% True False 17,168
80 95.69 84.84 10.85 11.3% 1.30 1.4% 99% True False 15,159
100 95.69 84.84 10.85 11.3% 1.23 1.3% 99% True False 13,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.09
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 99.39
2.618 97.97
1.618 97.10
1.000 96.56
0.618 96.23
HIGH 95.69
0.618 95.36
0.500 95.26
0.382 95.15
LOW 94.82
0.618 94.28
1.000 93.95
1.618 93.41
2.618 92.54
4.250 91.12
Fisher Pivots for day following 15-Jul-2013
Pivot 1 day 3 day
R1 95.50 95.43
PP 95.38 95.24
S1 95.26 95.05

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

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