NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 02-Aug-2013
Day Change Summary
Previous Current
01-Aug-2013 02-Aug-2013 Change Change % Previous Week
Open 95.80 97.12 1.32 1.4% 95.37
High 96.91 97.31 0.40 0.4% 97.31
Low 95.57 96.16 0.59 0.6% 94.46
Close 96.83 96.64 -0.19 -0.2% 96.64
Range 1.34 1.15 -0.19 -14.2% 2.85
ATR 1.15 1.15 0.00 0.0% 0.00
Volume 13,063 27,199 14,136 108.2% 77,444
Daily Pivots for day following 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 100.15 99.55 97.27
R3 99.00 98.40 96.96
R2 97.85 97.85 96.85
R1 97.25 97.25 96.75 96.98
PP 96.70 96.70 96.70 96.57
S1 96.10 96.10 96.53 95.83
S2 95.55 95.55 96.43
S3 94.40 94.95 96.32
S4 93.25 93.80 96.01
Weekly Pivots for week ending 02-Aug-2013
Classic Woodie Camarilla DeMark
R4 104.69 103.51 98.21
R3 101.84 100.66 97.42
R2 98.99 98.99 97.16
R1 97.81 97.81 96.90 98.40
PP 96.14 96.14 96.14 96.43
S1 94.96 94.96 96.38 95.55
S2 93.29 93.29 96.12
S3 90.44 92.11 95.86
S4 87.59 89.26 95.07
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 97.31 94.46 2.85 2.9% 1.07 1.1% 76% True False 15,488
10 97.31 94.46 2.85 2.9% 1.08 1.1% 76% True False 18,449
20 97.31 93.43 3.88 4.0% 0.99 1.0% 83% True False 22,768
40 97.31 88.11 9.20 9.5% 1.19 1.2% 93% True False 22,119
60 97.31 88.11 9.20 9.5% 1.25 1.3% 93% True False 19,386
80 97.31 84.84 12.47 12.9% 1.33 1.4% 95% True False 17,031
100 97.31 84.84 12.47 12.9% 1.25 1.3% 95% True False 15,545
120 97.31 84.84 12.47 12.9% 1.19 1.2% 95% True False 14,120
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 True
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 102.20
2.618 100.32
1.618 99.17
1.000 98.46
0.618 98.02
HIGH 97.31
0.618 96.87
0.500 96.74
0.382 96.60
LOW 96.16
0.618 95.45
1.000 95.01
1.618 94.30
2.618 93.15
4.250 91.27
Fisher Pivots for day following 02-Aug-2013
Pivot 1 day 3 day
R1 96.74 96.39
PP 96.70 96.14
S1 96.67 95.89

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

View Archives - Comment on this page... - Back to Index of Symbols