NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 30-Jul-2013
Day Change Summary
Previous Current
29-Jul-2013 30-Jul-2013 Change Change % Previous Week
Open 95.37 95.33 -0.04 0.0% 95.75
High 95.85 95.35 -0.50 -0.5% 96.21
Low 95.00 94.79 -0.21 -0.2% 94.50
Close 95.56 95.17 -0.39 -0.4% 95.48
Range 0.85 0.56 -0.29 -34.1% 1.71
ATR 1.14 1.12 -0.03 -2.3% 0.00
Volume 10,122 11,144 1,022 10.1% 107,052
Daily Pivots for day following 30-Jul-2013
Classic Woodie Camarilla DeMark
R4 96.78 96.54 95.48
R3 96.22 95.98 95.32
R2 95.66 95.66 95.27
R1 95.42 95.42 95.22 95.26
PP 95.10 95.10 95.10 95.03
S1 94.86 94.86 95.12 94.70
S2 94.54 94.54 95.07
S3 93.98 94.30 95.02
S4 93.42 93.74 94.86
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 96.12 94.50 1.62 1.7% 1.02 1.1% 41% False False 16,055
10 96.59 94.50 2.09 2.2% 1.01 1.1% 32% False False 20,572
20 96.59 91.37 5.22 5.5% 0.97 1.0% 73% False False 24,723
40 96.59 88.11 8.48 8.9% 1.17 1.2% 83% False False 22,485
60 96.59 88.11 8.48 8.9% 1.24 1.3% 83% False False 19,005
80 96.59 84.84 11.75 12.3% 1.30 1.4% 88% False False 16,773
100 96.59 84.84 11.75 12.3% 1.23 1.3% 88% False False 15,226
120 96.59 84.84 11.75 12.3% 1.18 1.2% 88% False False 13,912
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 97.73
2.618 96.82
1.618 96.26
1.000 95.91
0.618 95.70
HIGH 95.35
0.618 95.14
0.500 95.07
0.382 95.00
LOW 94.79
0.618 94.44
1.000 94.23
1.618 93.88
2.618 93.32
4.250 92.41
Fisher Pivots for day following 30-Jul-2013
Pivot 1 day 3 day
R1 95.14 95.32
PP 95.10 95.27
S1 95.07 95.22

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

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