NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 26-Jul-2013
Day Change Summary
Previous Current
25-Jul-2013 26-Jul-2013 Change Change % Previous Week
Open 95.18 95.35 0.17 0.2% 95.75
High 96.12 95.62 -0.50 -0.5% 96.21
Low 94.77 94.92 0.15 0.2% 94.50
Close 95.93 95.48 -0.45 -0.5% 95.48
Range 1.35 0.70 -0.65 -48.1% 1.71
ATR 1.18 1.17 -0.01 -1.0% 0.00
Volume 17,487 17,428 -59 -0.3% 107,052
Daily Pivots for day following 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 97.44 97.16 95.87
R3 96.74 96.46 95.67
R2 96.04 96.04 95.61
R1 95.76 95.76 95.54 95.90
PP 95.34 95.34 95.34 95.41
S1 95.06 95.06 95.42 95.20
S2 94.64 94.64 95.35
S3 93.94 94.36 95.29
S4 93.24 93.66 95.10
Weekly Pivots for week ending 26-Jul-2013
Classic Woodie Camarilla DeMark
R4 100.53 99.71 96.42
R3 98.82 98.00 95.95
R2 97.11 97.11 95.79
R1 96.29 96.29 95.64 95.85
PP 95.40 95.40 95.40 95.17
S1 94.58 94.58 95.32 94.14
S2 93.69 93.69 95.17
S3 91.98 92.87 95.01
S4 90.27 91.16 94.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 96.21 94.50 1.71 1.8% 1.09 1.1% 57% False False 21,410
10 96.59 94.50 2.09 2.2% 1.04 1.1% 47% False False 22,862
20 96.59 90.53 6.06 6.3% 1.00 1.0% 82% False False 25,735
40 96.59 88.11 8.48 8.9% 1.19 1.2% 87% False False 22,645
60 96.59 87.65 8.94 9.4% 1.29 1.4% 88% False False 19,036
80 96.59 84.84 11.75 12.3% 1.31 1.4% 91% False False 16,744
100 96.59 84.84 11.75 12.3% 1.24 1.3% 91% False False 15,142
120 96.59 84.84 11.75 12.3% 1.18 1.2% 91% False False 13,888
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 98.60
2.618 97.45
1.618 96.75
1.000 96.32
0.618 96.05
HIGH 95.62
0.618 95.35
0.500 95.27
0.382 95.19
LOW 94.92
0.618 94.49
1.000 94.22
1.618 93.79
2.618 93.09
4.250 91.95
Fisher Pivots for day following 26-Jul-2013
Pivot 1 day 3 day
R1 95.41 95.42
PP 95.34 95.37
S1 95.27 95.31

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

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