NYMEX Light Sweet Crude Oil Future July 2014


Trading Metrics calculated at close of trading on 24-Jun-2013
Day Change Summary
Previous Current
21-Jun-2013 24-Jun-2013 Change Change % Previous Week
Open 88.40 88.01 -0.39 -0.4% 93.30
High 88.40 89.26 0.86 1.0% 93.59
Low 88.40 88.01 -0.39 -0.4% 88.40
Close 88.40 89.26 0.86 1.0% 88.40
Range 0.00 1.25 1.25 5.19
ATR 0.97 0.99 0.02 2.0% 0.00
Volume 2,766 2,513 -253 -9.1% 10,925
Daily Pivots for day following 24-Jun-2013
Classic Woodie Camarilla DeMark
R4 92.59 92.18 89.95
R3 91.34 90.93 89.60
R2 90.09 90.09 89.49
R1 89.68 89.68 89.37 89.89
PP 88.84 88.84 88.84 88.95
S1 88.43 88.43 89.15 88.64
S2 87.59 87.59 89.03
S3 86.34 87.18 88.92
S4 85.09 85.93 88.57
Weekly Pivots for week ending 21-Jun-2013
Classic Woodie Camarilla DeMark
R4 105.70 102.24 91.25
R3 100.51 97.05 89.83
R2 95.32 95.32 89.35
R1 91.86 91.86 88.88 91.00
PP 90.13 90.13 90.13 89.70
S1 86.67 86.67 87.92 85.81
S2 84.94 84.94 87.45
S3 79.75 81.48 86.97
S4 74.56 76.29 85.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 93.59 88.01 5.58 6.3% 0.37 0.4% 22% False True 2,131
10 93.59 88.01 5.58 6.3% 0.28 0.3% 22% False True 2,683
20 93.59 88.01 5.58 6.3% 0.36 0.4% 22% False True 3,616
40 93.59 87.56 6.03 6.8% 0.35 0.4% 28% False False 2,247
60 93.59 84.98 8.61 9.6% 0.23 0.3% 50% False False 1,690
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 0.02
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 94.57
2.618 92.53
1.618 91.28
1.000 90.51
0.618 90.03
HIGH 89.26
0.618 88.78
0.500 88.64
0.382 88.49
LOW 88.01
0.618 87.24
1.000 86.76
1.618 85.99
2.618 84.74
4.250 82.70
Fisher Pivots for day following 24-Jun-2013
Pivot 1 day 3 day
R1 89.05 89.17
PP 88.84 89.08
S1 88.64 89.00

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

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