NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 31-May-2013
Day Change Summary
Previous Current
30-May-2013 31-May-2013 Change Change % Previous Week
Open 90.00 90.00 0.00 0.0% 91.11
High 91.00 90.00 -1.00 -1.1% 91.11
Low 90.00 88.60 -1.40 -1.6% 88.60
Close 90.00 88.89 -1.11 -1.2% 88.89
Range 1.00 1.40 0.40 40.0% 2.51
ATR 0.94 0.97 0.03 3.5% 0.00
Volume 783 1,329 546 69.7% 3,628
Daily Pivots for day following 31-May-2013
Classic Woodie Camarilla DeMark
R4 93.36 92.53 89.66
R3 91.96 91.13 89.28
R2 90.56 90.56 89.15
R1 89.73 89.73 89.02 89.45
PP 89.16 89.16 89.16 89.02
S1 88.33 88.33 88.76 88.05
S2 87.76 87.76 88.63
S3 86.36 86.93 88.51
S4 84.96 85.53 88.12
Weekly Pivots for week ending 31-May-2013
Classic Woodie Camarilla DeMark
R4 97.06 95.49 90.27
R3 94.55 92.98 89.58
R2 92.04 92.04 89.35
R1 90.47 90.47 89.12 90.00
PP 89.53 89.53 89.53 89.30
S1 87.96 87.96 88.66 87.49
S2 87.02 87.02 88.43
S3 84.51 85.45 88.20
S4 82.00 82.94 87.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 91.11 88.60 2.51 2.8% 0.62 0.7% 12% False True 851
10 92.60 88.60 4.00 4.5% 0.43 0.5% 7% False True 938
20 92.60 88.60 4.00 4.5% 0.46 0.5% 7% False True 912
40 92.60 84.98 7.62 8.6% 0.23 0.3% 51% False False 782
60 93.35 84.98 8.37 9.4% 0.17 0.2% 47% False False 675
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.07
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 95.95
2.618 93.67
1.618 92.27
1.000 91.40
0.618 90.87
HIGH 90.00
0.618 89.47
0.500 89.30
0.382 89.13
LOW 88.60
0.618 87.73
1.000 87.20
1.618 86.33
2.618 84.93
4.250 82.65
Fisher Pivots for day following 31-May-2013
Pivot 1 day 3 day
R1 89.30 89.80
PP 89.16 89.50
S1 89.03 89.19

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

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