NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 18-Jul-2013
Day Change Summary
Previous Current
17-Jul-2013 18-Jul-2013 Change Change % Previous Week
Open 95.62 95.78 0.16 0.2% 94.20
High 96.17 96.42 0.25 0.3% 95.61
Low 95.32 95.70 0.38 0.4% 93.43
Close 96.16 96.21 0.05 0.1% 95.50
Range 0.85 0.72 -0.13 -15.3% 2.18
ATR 1.17 1.13 -0.03 -2.7% 0.00
Volume 18,169 29,814 11,645 64.1% 149,296
Daily Pivots for day following 18-Jul-2013
Classic Woodie Camarilla DeMark
R4 98.27 97.96 96.61
R3 97.55 97.24 96.41
R2 96.83 96.83 96.34
R1 96.52 96.52 96.28 96.68
PP 96.11 96.11 96.11 96.19
S1 95.80 95.80 96.14 95.96
S2 95.39 95.39 96.08
S3 94.67 95.08 96.01
S4 93.95 94.36 95.81
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 96.42 94.60 1.82 1.9% 0.87 0.9% 88% True False 25,813
10 96.42 92.50 3.92 4.1% 0.88 0.9% 95% True False 28,150
20 96.42 88.11 8.31 8.6% 1.22 1.3% 97% True False 24,837
40 96.42 88.11 8.31 8.6% 1.25 1.3% 97% True False 20,772
60 96.42 86.89 9.53 9.9% 1.34 1.4% 98% True False 17,834
80 96.42 84.84 11.58 12.0% 1.30 1.4% 98% True False 15,774
100 96.42 84.84 11.58 12.0% 1.22 1.3% 98% True False 14,043
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.11
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 99.48
2.618 98.30
1.618 97.58
1.000 97.14
0.618 96.86
HIGH 96.42
0.618 96.14
0.500 96.06
0.382 95.98
LOW 95.70
0.618 95.26
1.000 94.98
1.618 94.54
2.618 93.82
4.250 92.64
Fisher Pivots for day following 18-Jul-2013
Pivot 1 day 3 day
R1 96.16 96.07
PP 96.11 95.93
S1 96.06 95.79

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

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