NYMEX Light Sweet Crude Oil Future June 2014


Trading Metrics calculated at close of trading on 07-Aug-2013
Day Change Summary
Previous Current
06-Aug-2013 07-Aug-2013 Change Change % Previous Week
Open 96.61 95.82 -0.79 -0.8% 95.37
High 96.89 95.82 -1.07 -1.1% 97.31
Low 95.38 95.02 -0.36 -0.4% 94.46
Close 95.86 95.46 -0.40 -0.4% 96.64
Range 1.51 0.80 -0.71 -47.0% 2.85
ATR 1.20 1.18 -0.03 -2.1% 0.00
Volume 10,272 11,635 1,363 13.3% 77,444
Daily Pivots for day following 07-Aug-2013
Classic Woodie Camarilla DeMark
R4 97.83 97.45 95.90
R3 97.03 96.65 95.68
R2 96.23 96.23 95.61
R1 95.85 95.85 95.53 95.64
PP 95.43 95.43 95.43 95.33
S1 95.05 95.05 95.39 94.84
S2 94.63 94.63 95.31
S3 93.83 94.25 95.24
S4 93.03 93.45 95.02
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 95.02 2.29 2.4% 1.26 1.3% 19% False True 14,871
10 97.31 94.46 2.85 3.0% 1.12 1.2% 35% False False 14,645
20 97.31 94.41 2.90 3.0% 1.06 1.1% 36% False False 21,160
40 97.31 88.11 9.20 9.6% 1.17 1.2% 80% False False 20,969
60 97.31 88.11 9.20 9.6% 1.24 1.3% 80% False False 19,332
80 97.31 84.84 12.47 13.1% 1.31 1.4% 85% False False 17,182
100 97.31 84.84 12.47 13.1% 1.27 1.3% 85% False False 15,512
120 97.31 84.84 12.47 13.1% 1.21 1.3% 85% False False 14,153
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 False
Bear Hook False
Bull Hook False
Stretch 0.30
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 99.22
2.618 97.91
1.618 97.11
1.000 96.62
0.618 96.31
HIGH 95.82
0.618 95.51
0.500 95.42
0.382 95.33
LOW 95.02
0.618 94.53
1.000 94.22
1.618 93.73
2.618 92.93
4.250 91.62
Fisher Pivots for day following 07-Aug-2013
Pivot 1 day 3 day
R1 95.45 96.04
PP 95.43 95.85
S1 95.42 95.65

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

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