NYMEX Light Sweet Crude Oil Future June 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 95.82 95.78 -0.04 0.0% 95.54
High 96.11 96.12 0.01 0.0% 96.59
Low 95.26 94.50 -0.76 -0.8% 94.82
Close 96.08 95.30 -0.78 -0.8% 95.55
Range 0.85 1.62 0.77 90.6% 1.77
ATR 1.13 1.17 0.03 3.1% 0.00
Volume 19,227 24,096 4,869 25.3% 121,573
Daily Pivots for day following 24-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.17 99.35 96.19
R3 98.55 97.73 95.75
R2 96.93 96.93 95.60
R1 96.11 96.11 95.45 95.71
PP 95.31 95.31 95.31 95.11
S1 94.49 94.49 95.15 94.09
S2 93.69 93.69 95.00
S3 92.07 92.87 94.85
S4 90.45 91.25 94.41
Weekly Pivots for week ending 19-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.96 100.03 96.52
R3 99.19 98.26 96.04
R2 97.42 97.42 95.87
R1 96.49 96.49 95.71 96.96
PP 95.65 95.65 95.65 95.89
S1 94.72 94.72 95.39 95.19
S2 93.88 93.88 95.23
S3 92.11 92.95 95.06
S4 90.34 91.18 94.58
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.59 94.50 2.09 2.2% 1.15 1.2% 38% False True 26,275
10 96.59 94.41 2.18 2.3% 1.00 1.0% 41% False False 27,676
20 96.59 88.85 7.74 8.1% 1.04 1.1% 83% False False 25,709
40 96.59 88.11 8.48 8.9% 1.22 1.3% 85% False False 22,275
60 96.59 86.89 9.70 10.2% 1.32 1.4% 87% False False 18,835
80 96.59 84.84 11.75 12.3% 1.32 1.4% 89% False False 16,488
100 96.59 84.84 11.75 12.3% 1.24 1.3% 89% False False 14,873
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 103.01
2.618 100.36
1.618 98.74
1.000 97.74
0.618 97.12
HIGH 96.12
0.618 95.50
0.500 95.31
0.382 95.12
LOW 94.50
0.618 93.50
1.000 92.88
1.618 91.88
2.618 90.26
4.250 87.62
Fisher Pivots for day following 24-Jul-2013
Pivot 1 day 3 day
R1 95.31 95.36
PP 95.31 95.34
S1 95.30 95.32

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

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