NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 16-May-2013
Day Change Summary
Previous Current
15-May-2013 16-May-2013 Change Change % Previous Week
Open 90.98 91.20 0.22 0.2% 91.57
High 90.98 92.07 1.09 1.2% 92.05
Low 90.98 90.20 -0.78 -0.9% 90.20
Close 90.98 91.63 0.65 0.7% 91.78
Range 0.00 1.87 1.87 1.85
ATR 0.93 0.99 0.07 7.3% 0.00
Volume 1,360 688 -672 -49.4% 4,861
Daily Pivots for day following 16-May-2013
Classic Woodie Camarilla DeMark
R4 96.91 96.14 92.66
R3 95.04 94.27 92.14
R2 93.17 93.17 91.97
R1 92.40 92.40 91.80 92.79
PP 91.30 91.30 91.30 91.49
S1 90.53 90.53 91.46 90.92
S2 89.43 89.43 91.29
S3 87.56 88.66 91.12
S4 85.69 86.79 90.60
Weekly Pivots for week ending 10-May-2013
Classic Woodie Camarilla DeMark
R4 96.89 96.19 92.80
R3 95.04 94.34 92.29
R2 93.19 93.19 92.12
R1 92.49 92.49 91.95 92.84
PP 91.34 91.34 91.34 91.52
S1 90.64 90.64 91.61 90.99
S2 89.49 89.49 91.44
S3 87.64 88.79 91.27
S4 85.79 86.94 90.76
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 92.07 90.20 1.87 2.0% 0.99 1.1% 76% True True 808
10 92.07 90.20 1.87 2.0% 0.50 0.5% 76% True True 887
20 92.07 85.61 6.46 7.1% 0.25 0.3% 93% True False 818
40 93.35 84.98 8.37 9.1% 0.13 0.1% 79% False False 638
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.17
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 100.02
2.618 96.97
1.618 95.10
1.000 93.94
0.618 93.23
HIGH 92.07
0.618 91.36
0.500 91.14
0.382 90.91
LOW 90.20
0.618 89.04
1.000 88.33
1.618 87.17
2.618 85.30
4.250 82.25
Fisher Pivots for day following 16-May-2013
Pivot 1 day 3 day
R1 91.47 91.47
PP 91.30 91.30
S1 91.14 91.14

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

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